+4,100.0%
CMG vs PPL
+201.2%
+3,898.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | +2.7% | -5.5% | -3.7% |
| 30D | +7.1% | +0.5% | +6.7% | +6.9% |
| 3M | +31.2% | +0.7% | +30.5% | +30.6% |
| 6M | +0.7% | -7.6% | +8.3% | +3.0% |
| YTD | -0.1% | +1.8% | -1.9% | -1.4% |
| 1Y | -10.7% | -0.8% | -10.0% | -11.3% |
| 3Y | -4.7% | +56.9% | -61.5% | -20.6% |
| 5Y | -3.8% | +39.5% | -43.3% | -16.9% |
| 10Y | +352.5% | +55.4% | +297.1% | +253.9% |
| All | +4,100.0% | +201.2% | +3,898.8% | +2,234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling