-0.8%
CRM vs PWR
+462.1%
-462.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.9% |
| 7D | -4.4% | +4.2% | -8.6% | -5.3% |
| 30D | +28.1% | -4.0% | +32.2% | +28.9% |
| 3M | +48.8% | -4.8% | +53.6% | +48.7% |
| 6M | +28.3% | +14.6% | +13.6% | +18.6% |
| YTD | -6.0% | +54.2% | -60.3% | -22.7% |
| 1Y | +1.4% | +67.1% | -65.7% | -19.7% |
| 3Y | +11.8% | +218.5% | -206.6% | -38.0% |
| All | -0.8% | +462.1% | -462.9% | -62.3% |
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 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