-2.4%
PLTR vs CVE
+62.9%
-65.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.0% |
| 7D | +4.7% | +5.9% | -1.2% | +5.2% |
| 30D | -16.4% | -10.9% | -5.6% | -17.4% |
| 3M | -6.2% | -4.5% | -1.6% | -6.2% |
| 6M | +29.2% | -1.0% | +30.1% | +30.2% |
| YTD | -5.5% | +74.7% | -80.2% | +4.1% |
| 1Y | -2.4% | +65.8% | -68.2% | +7.8% |
| All | -2.4% | +62.9% | -65.3% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling