+100.6%
CB vs PWR
+396.6%
-296.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.4% | -9.8% | -0.7% |
| 7D | -1.5% | -4.8% | +3.3% | -1.4% |
| 30D | +6.5% | -16.2% | +22.7% | +7.2% |
| 3M | +4.1% | -11.9% | +16.0% | +4.4% |
| 6M | +14.4% | -20.6% | +35.0% | +15.5% |
| YTD | +17.5% | +40.3% | -22.7% | +12.4% |
| 1Y | +27.5% | +33.0% | -5.5% | +22.5% |
| 3Y | +71.6% | +250.0% | -178.4% | +36.3% |
| 5Y | +100.6% | +404.2% | -303.5% | +45.8% |
| All | +100.6% | +396.6% | -296.0% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling