+732.7%
CLS vs PWR
+221.0%
+511.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.7% | -5.7% |
| 7D | -22.2% | -12.9% | -9.3% | -11.3% |
| 30D | -44.4% | -22.8% | -21.5% | -28.2% |
| 3M | -34.3% | -19.0% | -15.3% | -19.3% |
| 6M | -50.1% | -31.1% | -19.0% | -28.1% |
| YTD | -30.1% | +28.2% | -58.3% | -49.8% |
| 1Y | -39.3% | +22.2% | -61.5% | -53.2% |
| 3Y | +732.7% | +222.1% | +510.6% | +176.3% |
| All | +732.7% | +221.0% | +511.7% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling