+7,255.1%
PWR vs CL
+786.9%
+6,468.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.4% | +6.9% |
| 7D | -12.9% | +1.3% | -14.2% | -13.5% |
| 30D | -22.8% | +11.4% | -34.2% | -25.9% |
| 3M | -19.0% | +4.4% | -23.4% | -20.7% |
| 6M | -31.1% | +10.8% | -41.9% | -34.5% |
| YTD | +28.2% | +25.1% | +3.1% | +16.3% |
| 1Y | +22.2% | +28.0% | -5.8% | +9.7% |
| 3Y | +222.1% | +37.6% | +184.5% | +173.9% |
| 5Y | +364.1% | +39.7% | +324.4% | +288.0% |
| 10Y | +1,864.5% | +75.8% | +1,788.7% | +1,371.0% |
| All | +7,255.1% | +786.9% | +6,468.2% | +3,683.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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