+736.0%
PLTR vs CVE
+54.6%
+681.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.7% | -7.0% | -8.9% |
| 7D | -21.1% | -14.1% | -7.0% | -17.7% |
| 30D | -19.3% | -11.6% | -7.7% | -16.6% |
| 3M | -2.2% | 0.0% | -2.2% | -2.9% |
| 6M | +14.0% | -8.4% | +22.4% | +15.4% |
| YTD | -12.8% | +65.9% | -78.7% | -32.1% |
| 1Y | -17.5% | +69.4% | -86.9% | -36.7% |
| All | +736.0% | +54.6% | +681.3% | +540.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling