+10.9%
CMG vs PWR
+31.4%
-20.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -11.7% | +17.5% | +6.1% |
| 7D | +22.5% | -4.4% | +26.9% | +22.3% |
| 30D | +14.1% | -15.1% | +29.2% | +14.1% |
| 3M | +4.1% | -16.2% | +20.3% | +4.2% |
| 6M | +10.1% | -23.3% | +33.4% | +6.9% |
| YTD | -4.9% | +37.6% | -42.5% | -9.0% |
| 1Y | +10.9% | +32.4% | -21.5% | +4.3% |
| All | +10.9% | +31.4% | -20.5% | +4.3% |
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 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