+512.2%
CMI vs PPL
+52.7%
+459.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -12.3% | -1.3% | -11.0% | -11.9% |
| 3M | -16.8% | -2.6% | -14.2% | -16.2% |
| 6M | +1.5% | -8.4% | +9.9% | +4.7% |
| YTD | +9.8% | +0.2% | +9.6% | +8.5% |
| 1Y | +42.6% | -0.2% | +42.8% | +40.7% |
| 3Y | +151.0% | +52.9% | +98.1% | +99.3% |
| 5Y | +167.0% | +36.8% | +130.2% | +122.0% |
| 10Y | +512.2% | +57.6% | +454.6% | +337.4% |
| All | +512.2% | +52.7% | +459.5% | +337.4% |
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