+73.3%
CCL vs PWR
+7,422.2%
-7,348.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -1.7% |
| 7D | +2.6% | -12.9% | +15.5% | +5.7% |
| 30D | +13.1% | -22.8% | +36.0% | +20.2% |
| 3M | +3.3% | -19.0% | +22.3% | +8.1% |
| 6M | +8.7% | -31.1% | +39.8% | +17.7% |
| YTD | -1.6% | +28.2% | -29.8% | -10.6% |
| 1Y | +14.0% | +22.2% | -8.2% | +4.8% |
| 3Y | +145.1% | +222.1% | -77.0% | +71.8% |
| 5Y | +21.2% | +364.1% | -342.8% | -22.1% |
| 10Y | -29.8% | +1,864.5% | -1,894.3% | -66.9% |
| All | +73.3% | +7,422.2% | -7,348.9% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling