+4,100.0%
CMG vs PWR
+4,724.2%
-624.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -2.8% | +3.6% | -6.4% | -3.9% |
| 30D | +7.1% | -8.6% | +15.7% | +9.8% |
| 3M | +31.2% | -13.2% | +44.3% | +35.1% |
| 6M | +0.7% | +9.9% | -9.2% | -4.7% |
| YTD | -0.1% | +48.0% | -48.1% | -14.4% |
| 1Y | -10.7% | +66.2% | -76.9% | -27.0% |
| 3Y | -4.7% | +195.1% | -199.8% | -37.7% |
| 5Y | -3.8% | +442.6% | -446.3% | -49.3% |
| 10Y | +352.5% | +2,334.2% | -1,981.7% | +37.7% |
| All | +4,100.0% | +4,724.2% | -624.2% | +687.1% |
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