+2,757.7%
CLS vs PWR
+2,334.2%
+423.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | +4.6% | +3.6% | +1.0% | +2.1% |
| 30D | -13.9% | -8.6% | -5.3% | -8.1% |
| 3M | -26.6% | -13.2% | -13.4% | -19.0% |
| 6M | +15.4% | +9.9% | +5.5% | +7.7% |
| YTD | +5.7% | +48.0% | -42.4% | -19.8% |
| 1Y | +41.1% | +66.2% | -25.1% | +0.2% |
| 3Y | +1,228.6% | +195.1% | +1,033.5% | +600.1% |
| 5Y | +3,240.6% | +442.6% | +2,798.1% | +1,133.4% |
| All | +2,757.7% | +2,334.2% | +423.5% | +385.8% |
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 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