+1,046.2%
PLTR vs CVE
+72.1%
+974.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.1% |
| 7D | -6.4% | +2.5% | -8.9% | -7.2% |
| 30D | +10.0% | +16.7% | -6.7% | +4.8% |
| 3M | +23.0% | +9.3% | +13.8% | +18.8% |
| 6M | +13.8% | +43.6% | -29.8% | -2.8% |
| YTD | -1.9% | +93.6% | -95.5% | -27.2% |
| 1Y | +11.6% | +98.8% | -87.1% | -18.8% |
| All | +1,046.2% | +72.1% | +974.1% | +722.4% |
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