+597.7%
PLTR vs CVE
+135.1%
+462.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | -5.1% | -10.1% | +4.9% | -2.5% |
| 30D | -19.1% | -12.1% | -7.0% | -16.5% |
| 3M | -1.6% | -1.9% | +0.2% | -1.7% |
| 6M | +22.8% | -1.8% | +24.6% | +21.5% |
| YTD | -4.8% | +65.8% | -70.6% | -20.8% |
| 1Y | -4.9% | +60.8% | -65.8% | -20.2% |
| 3Y | +826.1% | +70.1% | +756.0% | +637.1% |
| 5Y | +597.7% | +134.8% | +463.0% | +401.1% |
| All | +597.7% | +135.1% | +462.6% | +401.1% |
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