+32.4%
PWR vs CMI
+10.9%
+21.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -5.8% | -5.9% | -7.3% |
| 7D | -4.4% | -11.2% | +6.8% | +4.5% |
| 30D | -15.1% | -9.8% | -5.2% | -8.0% |
| 3M | -16.2% | -25.5% | +9.3% | +3.9% |
| 6M | -23.3% | -27.7% | +4.3% | -2.7% |
| YTD | +37.6% | -6.6% | +44.2% | +45.8% |
| 1Y | +32.4% | +11.7% | +20.7% | +28.0% |
| All | +32.4% | +10.9% | +21.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling