+411.1%
PWR vs CMS
+36.3%
+374.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +11.3% | +1.7% | +9.6% | +11.0% |
| 30D | -8.9% | +6.2% | -15.0% | -10.0% |
| 3M | -10.5% | +0.6% | -11.1% | -10.7% |
| 6M | -22.2% | -1.8% | -20.4% | -22.3% |
| YTD | +42.7% | +3.8% | +38.9% | +40.9% |
| 1Y | +41.1% | -1.8% | +42.9% | +41.0% |
| 3Y | +242.7% | +39.8% | +202.9% | +202.5% |
| All | +411.1% | +36.3% | +374.8% | +337.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling