+165.0%
CMI vs PPG
-24.1%
+189.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.7% | -6.2% | +5.5% | +2.7% |
| 30D | -12.4% | -7.9% | -4.4% | -8.5% |
| 3M | -14.8% | -10.2% | -4.6% | -10.4% |
| 6M | +0.8% | +2.7% | -1.9% | -1.9% |
| YTD | +10.2% | +4.9% | +5.3% | +5.8% |
| 1Y | +37.4% | -3.2% | +40.6% | +37.2% |
| 3Y | +153.3% | -17.0% | +170.3% | +170.4% |
| All | +165.0% | -24.1% | +189.1% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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