-5.7%
CMG vs PWR
+448.6%
-454.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.0% |
| 7D | -6.5% | +2.7% | -9.1% | -7.1% |
| 30D | +12.1% | -5.1% | +17.2% | +13.3% |
| 3M | +20.6% | -9.4% | +30.0% | +21.9% |
| 6M | +2.1% | +10.4% | -8.3% | -3.4% |
| YTD | -2.6% | +48.6% | -51.3% | -16.2% |
| 1Y | -8.7% | +68.0% | -76.7% | -25.2% |
| 3Y | -7.4% | +204.7% | -212.1% | -41.6% |
| 5Y | -5.7% | +451.9% | -457.6% | -57.5% |
| All | -5.7% | +448.6% | -454.3% | -57.5% |
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 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