+5,062.8%
CRM vs PPL
+363.1%
+4,699.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +2.0% | -0.4% | +2.3% | +2.1% |
| 30D | -7.7% | +2.6% | -10.3% | -8.8% |
| 3M | +8.4% | +0.8% | +7.6% | +7.6% |
| 6M | +31.9% | +1.4% | +30.5% | +30.1% |
| YTD | -17.2% | +4.3% | -21.5% | -19.7% |
| 1Y | -8.6% | +0.8% | -9.4% | -10.2% |
| 3Y | +3.1% | +57.9% | -54.8% | -18.8% |
| 5Y | -27.6% | +48.3% | -75.9% | -41.7% |
| 10Y | +197.6% | +66.4% | +131.2% | +112.2% |
| All | +5,062.8% | +363.1% | +4,699.6% | +1,579.0% |
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 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