+19,339.2%
CMI vs PPG
+2,583.7%
+16,755.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -0.7% | -6.2% | +5.5% | +3.5% |
| 30D | -12.4% | -7.9% | -4.4% | -7.6% |
| 3M | -14.8% | -10.2% | -4.6% | -9.4% |
| 6M | +0.8% | +2.7% | -1.9% | -2.4% |
| YTD | +10.2% | +4.9% | +5.3% | +4.8% |
| 1Y | +37.4% | -3.2% | +40.6% | +36.9% |
| 3Y | +153.3% | -17.0% | +170.3% | +174.8% |
| 5Y | +167.6% | -23.3% | +190.9% | +195.4% |
| 10Y | +514.4% | +26.4% | +487.9% | +354.8% |
| All | +19,339.2% | +2,583.7% | +16,755.5% | +3,335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling