+17.7%
CME vs PWR
+36.2%
-18.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +2.4% |
| 7D | +2.5% | +4.7% | -2.3% | +2.8% |
| 30D | +13.9% | -12.5% | +26.4% | +13.6% |
| 3M | +22.4% | -9.3% | +31.7% | +22.1% |
| 6M | +12.9% | -22.2% | +35.1% | +12.6% |
| YTD | +19.6% | +44.2% | -24.5% | +19.9% |
| 1Y | +17.7% | +35.5% | -17.9% | +17.6% |
| All | +17.7% | +36.2% | -18.5% | +17.6% |
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