+1,733.6%
PWR vs CLBK
+60.9%
+1,672.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +11.3% | +0.9% | +10.4% | +11.0% |
| 30D | -8.9% | +3.4% | -12.3% | -10.0% |
| 3M | -10.5% | -4.3% | -6.2% | -9.3% |
| 6M | -22.2% | +28.4% | -50.5% | -29.4% |
| YTD | +42.7% | +59.4% | -16.7% | +18.8% |
| 1Y | +41.1% | +64.8% | -23.7% | +15.8% |
| 3Y | +242.7% | +50.6% | +192.2% | +179.3% |
| 5Y | +418.5% | +28.3% | +390.2% | +321.3% |
| All | +1,733.6% | +60.9% | +1,672.7% | +1,222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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