+469.4%
PWR vs CMI
+164.8%
+304.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.4% |
| 7D | +4.2% | -0.7% | +4.9% | +4.7% |
| 30D | -4.0% | -12.4% | +8.3% | +4.3% |
| 3M | -4.8% | -14.8% | +10.0% | +5.5% |
| 6M | +14.6% | +0.8% | +13.8% | +15.3% |
| YTD | +54.2% | +10.2% | +44.0% | +45.6% |
| 1Y | +67.1% | +37.4% | +29.7% | +38.4% |
| 3Y | +218.5% | +153.3% | +65.2% | +85.3% |
| All | +469.4% | +164.8% | +304.6% | +215.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling