+6,781.2%
CME vs PWR
+18,357.8%
-11,576.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.6% | +3.6% | -5.2% | -2.5% |
| 30D | +6.2% | -8.6% | +14.8% | +8.6% |
| 3M | +10.4% | -13.2% | +23.6% | +13.1% |
| 6M | -9.5% | +9.9% | -19.4% | -14.0% |
| YTD | +6.0% | +48.0% | -42.0% | -7.7% |
| 1Y | +9.3% | +66.2% | -56.9% | -8.6% |
| 3Y | +57.7% | +195.1% | -137.4% | +5.8% |
| 5Y | +77.7% | +442.6% | -364.9% | -4.1% |
| 10Y | +281.2% | +2,334.2% | -2,053.0% | +22.1% |
| All | +6,781.2% | +18,357.8% | -11,576.7% | +1,505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling