+121.0%
CB vs PCOR
-30.9%
+151.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.3% | -1.8% |
| 7D | +0.5% | -9.0% | +9.5% | +0.8% |
| 30D | -3.1% | +4.2% | -7.3% | -3.3% |
| 3M | +9.0% | +14.4% | -5.5% | +8.2% |
| 6M | +2.9% | +0.2% | +2.7% | +2.4% |
| YTD | +10.1% | -20.3% | +30.4% | +10.5% |
| 1Y | +22.8% | -16.1% | +38.9% | +22.8% |
| 3Y | +73.8% | -14.7% | +88.5% | +72.2% |
| 5Y | +99.2% | -43.2% | +142.3% | +93.3% |
| All | +121.0% | -30.9% | +151.9% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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