-40.8%
CCL vs PWR
+2,334.2%
-2,375.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -5.0% | +3.6% | -8.7% | -7.2% |
| 30D | -20.3% | -8.6% | -11.8% | -16.1% |
| 3M | -15.1% | -13.2% | -2.0% | -9.7% |
| 6M | -15.1% | +9.9% | -25.0% | -24.7% |
| YTD | -21.8% | +48.0% | -69.8% | -44.5% |
| 1Y | -24.8% | +66.2% | -91.0% | -51.7% |
| 3Y | +51.9% | +195.1% | -143.2% | -41.7% |
| 5Y | +4.0% | +442.6% | -438.5% | -76.2% |
| All | -40.8% | +2,334.2% | -2,375.1% | -95.3% |
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