+496.1%
PLTR vs CVE
+148.3%
+347.8%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.7% | -7.0% | -9.0% |
| 7D | -21.1% | -14.1% | -7.0% | -18.0% |
| 30D | -19.3% | -11.6% | -7.7% | -16.9% |
| 3M | -2.2% | 0.0% | -2.2% | -2.7% |
| 6M | +14.0% | -8.4% | +22.4% | +15.2% |
| YTD | -12.8% | +65.9% | -78.7% | -27.4% |
| 1Y | -17.5% | +69.4% | -86.9% | -32.0% |
| 3Y | +720.5% | +55.9% | +664.6% | +566.2% |
| 5Y | +496.1% | +146.2% | +350.0% | +319.8% |
| All | +496.1% | +148.3% | +347.8% | +319.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling