+65.2%
CME vs PWR
+249.5%
-184.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.7% | +19.1% | -16.4% | +3.4% |
| 30D | +13.5% | -12.0% | +25.5% | +13.2% |
| 3M | +20.9% | -10.6% | +31.5% | +20.7% |
| 6M | +11.5% | -20.8% | +32.3% | +11.1% |
| YTD | +19.5% | +43.7% | -24.3% | +20.7% |
| 1Y | +17.2% | +35.0% | -17.8% | +18.3% |
| All | +65.2% | +249.5% | -184.3% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling