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  • CLS vs PWR✓SelectedUSD · PWRCLS vs PWR performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs PWR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,231.7%
PWR return
+6,375.9%
Excess return
-3,144.2%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPWRExcessAlpha
1D+0.8%+0.7%+0.1%+0.6%
7D+4.6%+3.6%+1.0%+3.3%
30D-13.9%-8.6%-5.3%-10.9%
3M-26.6%-13.2%-13.4%-22.5%
6M+15.4%+9.9%+5.5%+12.3%
YTD+5.7%+48.0%-42.4%-7.2%
1Y+41.1%+66.2%-25.1%+19.9%
3Y+1,228.6%+195.1%+1,033.5%+868.3%
5Y+3,240.6%+442.6%+2,798.1%+1,893.8%
10Y+2,760.3%+2,334.2%+426.1%+966.4%
All+3,231.7%+6,375.9%-3,144.2%+721.2%

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 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