+758.3%
PLTR vs CVE
+68.0%
+690.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.8% | -10.0% | +6.2% | -0.9% |
| 30D | -19.2% | -11.9% | -7.4% | -16.5% |
| 3M | -3.7% | -5.9% | +2.3% | -2.6% |
| 6M | +22.5% | -1.6% | +24.1% | +20.7% |
| YTD | -5.0% | +66.3% | -71.3% | -25.9% |
| 1Y | -12.8% | +57.5% | -70.3% | -30.4% |
| 3Y | +758.3% | +65.4% | +692.8% | +555.7% |
| All | +758.3% | +68.0% | +690.2% | +555.7% |
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