+7,255.1%
PWR vs CMS
+292.8%
+6,962.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +7.1% |
| 7D | -12.9% | -1.3% | -11.5% | -12.5% |
| 30D | -22.8% | +6.3% | -29.2% | -24.9% |
| 3M | -19.0% | -2.1% | -17.0% | -18.6% |
| 6M | -31.1% | -5.1% | -26.0% | -30.4% |
| YTD | +28.2% | +1.3% | +27.0% | +26.5% |
| 1Y | +22.2% | -1.4% | +23.6% | +21.7% |
| 3Y | +222.1% | +36.9% | +185.2% | +177.0% |
| 5Y | +364.1% | +32.5% | +331.5% | +299.3% |
| 10Y | +1,864.5% | +126.8% | +1,737.7% | +1,223.5% |
| All | +7,255.1% | +292.8% | +6,962.2% | +2,638.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling