-36.5%
CCI vs PCOR
-17.9%
-18.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +3.2% | +20.7% | -17.5% | +1.1% |
| 30D | +12.2% | +35.7% | -23.5% | +8.5% |
| 3M | +23.1% | +31.1% | -7.9% | +19.4% |
| 6M | +1.3% | +43.1% | -41.9% | -3.1% |
| YTD | +4.5% | +4.8% | -0.4% | +2.5% |
| 1Y | +2.3% | -3.7% | +6.0% | +1.2% |
| 3Y | +9.8% | +46.5% | -36.7% | -0.3% |
| 5Y | -36.5% | -17.3% | -19.2% | -39.6% |
| All | -36.5% | -17.9% | -18.6% | -39.6% |
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