+41.1%
PWR vs CRL
+99.6%
-58.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +11.3% | +0.1% | +11.2% | +11.3% |
| 30D | -8.9% | +11.9% | -20.8% | -9.0% |
| 3M | -10.5% | +20.2% | -30.7% | -11.1% |
| 6M | -22.2% | +107.5% | -129.7% | -25.3% |
| YTD | +42.7% | +69.4% | -26.7% | +35.3% |
| 1Y | +41.1% | +99.7% | -58.6% | +28.3% |
| All | +41.1% | +99.6% | -58.5% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling