+73.1%
CME vs PWR
+411.6%
-338.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +3.9% | +11.3% | -7.3% | +3.6% |
| 30D | +11.3% | -8.9% | +20.2% | +11.6% |
| 3M | +19.6% | -10.5% | +30.1% | +19.9% |
| 6M | +8.1% | -22.2% | +30.2% | +9.1% |
| YTD | +20.4% | +42.7% | -22.3% | +16.3% |
| 1Y | +16.5% | +41.1% | -24.6% | +12.5% |
| 3Y | +66.4% | +242.7% | -176.3% | +39.8% |
| All | +73.1% | +411.6% | -338.5% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling