+7,255.1%
PWR vs CLF
+160.6%
+7,094.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.9% |
| 7D | -12.9% | -19.6% | +6.7% | -8.0% |
| 30D | -22.8% | -5.0% | -17.9% | -22.0% |
| 3M | -19.0% | -6.3% | -12.7% | -18.3% |
| 6M | -31.1% | +2.8% | -33.9% | -32.9% |
| YTD | +28.2% | -13.7% | +41.9% | +27.7% |
| 1Y | +22.2% | +13.6% | +8.6% | +13.8% |
| 3Y | +222.1% | -34.0% | +256.1% | +212.4% |
| 5Y | +364.1% | -48.7% | +412.8% | +353.8% |
| 10Y | +1,864.5% | +113.4% | +1,751.0% | +997.2% |
| All | +7,255.1% | +160.6% | +7,094.5% | +1,709.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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