+6,032.9%
CRM vs PPL
+352.1%
+5,680.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.3% | +2.7% | -1.4% | +0.2% |
| 30D | +34.3% | +0.5% | +33.9% | +33.8% |
| 3M | +37.7% | +0.7% | +37.0% | +36.8% |
| 6M | +34.9% | -7.6% | +42.5% | +38.4% |
| YTD | -1.6% | +1.8% | -3.5% | -3.5% |
| 1Y | +7.1% | -0.8% | +7.9% | +6.0% |
| 3Y | +19.0% | +56.9% | -37.8% | -6.1% |
| 5Y | -1.3% | +39.5% | -40.8% | -18.3% |
| 10Y | +251.2% | +55.4% | +195.8% | +158.9% |
| All | +6,032.9% | +352.1% | +5,680.8% | +1,919.1% |
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