+16,187.0%
CMI vs PPL
+2,151.9%
+14,035.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | -6.8% | -1.2% | -5.6% | -6.3% |
| 30D | -10.9% | +4.2% | -15.1% | -12.6% |
| 3M | -27.3% | +1.5% | -28.8% | -28.0% |
| 6M | -30.9% | +1.0% | -31.9% | -31.7% |
| YTD | -7.7% | +4.4% | -12.1% | -10.6% |
| 1Y | 0.0% | +0.8% | -0.8% | -1.7% |
| 3Y | +130.1% | +56.5% | +73.6% | +82.1% |
| 5Y | +121.5% | +47.7% | +73.8% | +78.4% |
| 10Y | +339.4% | +64.4% | +274.9% | +221.7% |
| All | +16,187.0% | +2,151.9% | +14,035.1% | +4,858.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling