+5,793.7%
CRM vs PWR
+11,728.1%
-5,934.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.3% | -6.2% | -4.8% |
| 7D | -3.5% | +4.5% | -8.0% | -5.1% |
| 30D | +29.3% | -4.9% | +34.1% | +31.0% |
| 3M | +36.8% | -7.9% | +44.7% | +37.2% |
| 6M | +23.9% | +18.3% | +5.5% | +10.1% |
| YTD | -5.5% | +51.5% | -57.0% | -24.8% |
| 1Y | -0.4% | +70.3% | -70.7% | -25.1% |
| 3Y | +12.8% | +210.6% | -197.8% | -37.0% |
| 5Y | -3.5% | +456.7% | -460.2% | -58.3% |
| 10Y | +238.4% | +2,396.1% | -2,157.6% | -28.3% |
| All | +5,793.7% | +11,728.1% | -5,934.3% | +545.7% |
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