+2,521.4%
PWR vs CMI
+516.5%
+2,005.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.3% |
| 7D | +4.2% | -0.7% | +4.9% | +4.7% |
| 30D | -4.0% | -12.4% | +8.3% | +5.1% |
| 3M | -4.8% | -14.8% | +10.0% | +6.4% |
| 6M | +14.6% | +0.8% | +13.8% | +14.5% |
| YTD | +54.2% | +10.2% | +44.0% | +43.4% |
| 1Y | +67.1% | +37.4% | +29.7% | +33.5% |
| 3Y | +218.5% | +153.3% | +65.2% | +64.8% |
| 5Y | +466.3% | +167.6% | +298.7% | +173.3% |
| All | +2,521.4% | +516.5% | +2,005.0% | +607.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling