+2,396.1%
PWR vs CMS
+117.1%
+2,279.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.2% |
| 7D | +4.5% | +1.2% | +3.3% | +4.1% |
| 30D | -4.9% | -3.2% | -1.7% | -3.9% |
| 3M | -7.9% | -2.2% | -5.7% | -7.7% |
| 6M | +18.3% | -9.4% | +27.8% | +21.5% |
| YTD | +51.5% | +0.7% | +50.8% | +50.5% |
| 1Y | +70.3% | +0.4% | +70.0% | +69.1% |
| 3Y | +210.6% | +35.2% | +175.4% | +173.6% |
| 5Y | +456.7% | +24.1% | +432.5% | +399.1% |
| 10Y | +2,396.1% | +115.8% | +2,280.3% | +2,088.1% |
| All | +2,396.1% | +117.1% | +2,279.0% | +2,088.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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