-65.0%
CBRS vs PCOR
+68.8%
-133.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.5% | +10.7% | +11.4% |
| 7D | +21.2% | +3.0% | +18.2% | +22.3% |
| 30D | -23.2% | +38.7% | -61.8% | -13.3% |
| 3M | -52.9% | +24.9% | -77.8% | -48.7% |
| All | -65.0% | +68.8% | -133.8% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling