+251.7%
CB vs PWR
+1,844.4%
-1,592.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.9% | +11.3% | -8.4% | +0.8% |
| 30D | +7.3% | -8.9% | +16.2% | +8.4% |
| 3M | +9.4% | -10.5% | +19.9% | +10.5% |
| 6M | +19.6% | -22.2% | +41.8% | +23.5% |
| YTD | +21.5% | +42.7% | -21.3% | +6.8% |
| 1Y | +28.0% | +41.1% | -13.1% | +12.6% |
| 3Y | +74.9% | +242.7% | -167.9% | +10.7% |
| 5Y | +108.1% | +418.5% | -310.4% | +8.4% |
| All | +251.7% | +1,844.4% | -1,592.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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