+217.6%
CB vs PWR
+2,321.3%
-2,103.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +0.5% | +3.6% | -3.1% | -0.2% |
| 30D | -3.1% | -8.6% | +5.5% | -1.5% |
| 3M | +9.0% | -13.2% | +22.1% | +11.1% |
| 6M | +2.9% | +9.9% | -7.0% | -1.7% |
| YTD | +10.1% | +48.0% | -37.9% | -2.8% |
| 1Y | +22.8% | +66.2% | -43.4% | +4.3% |
| 3Y | +73.8% | +195.1% | -121.3% | +17.5% |
| 5Y | +99.2% | +442.6% | -343.4% | +3.8% |
| All | +217.6% | +2,321.3% | -2,103.6% | -11.7% |
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