+383.6%
CMG vs PPL
+62.1%
+321.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +8.6% | -1.2% | +9.8% | +8.9% |
| 30D | +13.1% | +4.2% | +8.9% | +12.1% |
| 3M | +9.0% | +1.5% | +7.5% | +8.6% |
| 6M | +10.0% | +1.0% | +9.0% | +9.6% |
| YTD | -3.4% | +4.4% | -7.8% | -4.8% |
| 1Y | +16.8% | +0.8% | +16.1% | +16.1% |
| 3Y | -14.7% | +56.5% | -71.2% | -24.6% |
| 5Y | -1.5% | +47.7% | -49.2% | -12.0% |
| 10Y | +383.6% | +64.4% | +319.2% | +329.3% |
| All | +383.6% | +62.1% | +321.5% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling