+222.1%
PWR vs CMS
+35.4%
+186.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.1% |
| 7D | -12.9% | -1.3% | -11.5% | -12.9% |
| 30D | -22.8% | +6.3% | -29.2% | -22.9% |
| 3M | -19.0% | -2.1% | -17.0% | -19.1% |
| 6M | -31.1% | -5.1% | -26.0% | -31.4% |
| YTD | +28.2% | +1.3% | +27.0% | +28.2% |
| 1Y | +22.2% | -1.4% | +23.6% | +22.2% |
| 3Y | +222.1% | +36.9% | +185.2% | +210.8% |
| All | +222.1% | +35.4% | +186.7% | +210.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling