+1,980.9%
CLS vs PWR
+411.6%
+1,569.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.8% |
| 7D | +16.3% | +11.3% | +5.0% | +6.3% |
| 30D | -25.7% | -8.9% | -16.8% | -19.7% |
| 3M | -30.9% | -10.5% | -20.4% | -24.0% |
| 6M | -35.5% | -22.2% | -13.3% | -20.7% |
| YTD | -18.7% | +42.7% | -61.4% | -40.6% |
| 1Y | -17.9% | +41.1% | -59.0% | -38.7% |
| 3Y | +838.1% | +242.7% | +595.3% | +308.2% |
| All | +1,980.9% | +411.6% | +1,569.3% | +608.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling