+202.9%
PWR vs CMI
+147.2%
+55.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.7% |
| 7D | -0.2% | +0.8% | -1.0% | -0.8% |
| 30D | -7.7% | -12.8% | +5.0% | +1.2% |
| 3M | -4.9% | -12.4% | +7.5% | +4.3% |
| 6M | +9.7% | -0.9% | +10.6% | +11.7% |
| YTD | +46.7% | +8.9% | +37.8% | +38.9% |
| 1Y | +58.7% | +37.7% | +21.0% | +29.4% |
| All | +202.9% | +147.2% | +55.7% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling