+236.1%
PWR vs CCI
+8.8%
+227.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.3% |
| 7D | -11.2% | +3.2% | -14.4% | -11.0% |
| 30D | -17.4% | +12.2% | -29.6% | -16.8% |
| 3M | -11.7% | +23.1% | -34.9% | -10.9% |
| 6M | -21.7% | +1.3% | -23.0% | -21.1% |
| YTD | +38.3% | +4.5% | +33.8% | +39.0% |
| 1Y | +29.6% | +2.3% | +27.3% | +30.3% |
| 3Y | +236.1% | +9.8% | +226.3% | +234.3% |
| All | +236.1% | +8.8% | +227.3% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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