+9.3%
CME vs PWR
+66.5%
-57.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.2% |
| 7D | -1.6% | +3.6% | -5.2% | -1.4% |
| 30D | +6.2% | -8.6% | +14.8% | +5.9% |
| 3M | +10.4% | -13.2% | +23.6% | +10.0% |
| 6M | -9.5% | +9.9% | -19.4% | -9.3% |
| YTD | +6.0% | +48.0% | -42.0% | +8.0% |
| 1Y | +9.3% | +66.2% | -56.9% | +12.5% |
| All | +9.3% | +66.5% | -57.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 1y: compounded portfolio wealth divided by compounded PWR 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…
1y analysis · Full analysis span regression · 6 months rolling