+1,844.9%
PWR vs CMS
+136.3%
+1,708.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +19.1% | -1.3% | +20.3% | +19.5% |
| 30D | -12.0% | +5.3% | -17.3% | -13.6% |
| 3M | -10.6% | -0.3% | -10.2% | -10.7% |
| 6M | -20.8% | -4.0% | -16.8% | -20.4% |
| YTD | +43.7% | +2.1% | +41.6% | +41.8% |
| 1Y | +35.0% | -4.7% | +39.7% | +36.1% |
| 3Y | +249.4% | +36.8% | +212.6% | +205.2% |
| 5Y | +422.1% | +34.9% | +387.3% | +352.4% |
| All | +1,844.9% | +136.3% | +1,708.7% | +1,658.3% |
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