+8,390.6%
PWR vs CMS
+288.7%
+8,101.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | -8.6% | -3.6% | -5.0% | -7.2% |
| 3M | -13.2% | -1.9% | -11.2% | -13.0% |
| 6M | +9.9% | -11.0% | +20.9% | +14.3% |
| YTD | +48.0% | +0.2% | +47.8% | +47.2% |
| 1Y | +66.2% | -1.3% | +67.5% | +65.8% |
| 3Y | +195.1% | +35.9% | +159.2% | +155.4% |
| 5Y | +442.6% | +23.1% | +419.5% | +381.9% |
| 10Y | +2,334.2% | +117.9% | +2,216.3% | +1,571.5% |
| All | +8,390.6% | +288.7% | +8,101.9% | +3,086.1% |
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 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