-10.7%
CMG vs PWR
+66.5%
-77.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -2.8% | +3.6% | -6.4% | -2.9% |
| 30D | +7.1% | -8.6% | +15.7% | +7.6% |
| 3M | +31.2% | -13.2% | +44.3% | +28.4% |
| 6M | +0.7% | +9.9% | -9.2% | -2.9% |
| YTD | -0.1% | +48.0% | -48.1% | -3.6% |
| 1Y | -10.7% | +66.2% | -76.9% | -13.5% |
| All | -10.7% | +66.5% | -77.3% | -13.5% |
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