+117.4%
CMI vs PPL
+56.0%
+61.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -10.0% | +0.4% | -10.4% | -10.1% |
| 30D | -13.0% | +5.4% | -18.4% | -13.6% |
| 3M | -29.9% | +4.3% | -34.1% | -30.2% |
| 6M | -36.7% | -1.3% | -35.4% | -36.6% |
| YTD | -10.9% | +4.7% | -15.6% | -12.1% |
| 1Y | -1.3% | +1.3% | -2.6% | -1.8% |
| 3Y | +117.4% | +57.2% | +60.2% | +84.1% |
| All | +117.4% | +56.0% | +61.3% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling