+335.6%
CMI vs PPL
+65.0%
+270.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +1.5% | -2.2% | +3.7% | +2.5% |
| 30D | -14.0% | +1.7% | -15.6% | -14.7% |
| 3M | -28.3% | +0.1% | -28.5% | -28.5% |
| 6M | -34.9% | -1.5% | -33.4% | -34.9% |
| YTD | -9.9% | +3.0% | -12.8% | -12.1% |
| 1Y | -3.6% | -1.4% | -2.2% | -4.3% |
| 3Y | +120.9% | +53.5% | +67.5% | +75.0% |
| 5Y | +116.1% | +46.4% | +69.7% | +73.4% |
| All | +335.6% | +65.0% | +270.6% | +213.4% |
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