+1,391.1%
PWR vs CFG
+347.0%
+1,044.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | -12.9% | -0.9% | -12.0% | -12.6% |
| 30D | -22.8% | +1.1% | -23.9% | -23.3% |
| 3M | -19.0% | -12.0% | -7.0% | -14.7% |
| 6M | -31.1% | -2.2% | -28.9% | -30.9% |
| YTD | +28.3% | +11.4% | +16.8% | +21.3% |
| 1Y | +22.2% | +27.8% | -5.6% | +8.8% |
| 3Y | +222.2% | +173.3% | +48.9% | +99.2% |
| 5Y | +364.2% | +62.4% | +301.7% | +247.1% |
| 10Y | +1,864.8% | +249.6% | +1,615.3% | +819.7% |
| All | +1,391.1% | +347.0% | +1,044.1% | +508.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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