-33.8%
CCL vs PWR
+1,857.9%
-1,891.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | -0.3% | +19.1% | -19.4% | -11.0% |
| 30D | +10.3% | -12.0% | +22.3% | +16.3% |
| 3M | +6.6% | -10.6% | +17.2% | +10.2% |
| 6M | +20.0% | -20.8% | +40.8% | +30.9% |
| YTD | -1.9% | +43.7% | -45.6% | -31.5% |
| 1Y | +10.4% | +35.0% | -24.5% | -19.9% |
| 3Y | +134.8% | +249.4% | -114.6% | -24.5% |
| 5Y | +34.0% | +422.1% | -388.1% | -69.9% |
| All | -33.8% | +1,857.9% | -1,891.6% | -94.7% |
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