+339.4%
CMI vs PPL
+62.1%
+277.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | -6.8% | -1.2% | -5.6% | -6.4% |
| 30D | -10.9% | +4.2% | -15.1% | -12.6% |
| 3M | -27.3% | +1.5% | -28.8% | -27.9% |
| 6M | -30.9% | +1.0% | -31.9% | -31.7% |
| YTD | -7.7% | +4.4% | -12.1% | -10.5% |
| 1Y | 0.0% | +0.8% | -0.8% | -1.6% |
| 3Y | +130.1% | +56.5% | +73.6% | +80.7% |
| 5Y | +121.5% | +47.7% | +73.8% | +77.1% |
| 10Y | +339.4% | +64.4% | +274.9% | +211.0% |
| All | +339.4% | +62.1% | +277.2% | +211.0% |
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