+5,066.8%
CRM vs PPL
+359.4%
+4,707.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | -4.0% | -1.0% | -3.1% | -3.6% |
| 30D | -6.8% | +3.0% | -9.8% | -8.1% |
| 3M | +10.6% | +1.1% | +9.5% | +9.6% |
| 6M | +23.4% | -0.8% | +24.1% | +22.8% |
| YTD | -17.1% | +3.5% | -20.6% | -19.4% |
| 1Y | -10.1% | -0.9% | -9.2% | -11.0% |
| 3Y | +4.0% | +54.2% | -50.2% | -17.3% |
| 5Y | -26.7% | +46.3% | -73.0% | -40.6% |
| 10Y | +197.9% | +65.0% | +132.8% | +113.1% |
| All | +5,066.8% | +359.4% | +4,707.4% | +1,586.1% |
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 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