-38.5%
CCI vs PCOR
-9.0%
-29.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +0.9% | +22.2% | -21.3% | -1.2% |
| 30D | +10.3% | +36.0% | -25.7% | +6.8% |
| 3M | +17.9% | +34.0% | -16.1% | +14.2% |
| 6M | -0.5% | +43.5% | -44.0% | -4.6% |
| YTD | +2.7% | +5.1% | -2.4% | +0.8% |
| 1Y | +3.1% | -3.9% | +7.1% | +2.1% |
| 3Y | +8.0% | +52.9% | -45.0% | -1.8% |
| 5Y | -37.8% | -18.7% | -19.1% | -42.6% |
| All | -38.5% | -9.0% | -29.5% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling