-17.6%
CCJ vs PCOR
+1.3%
-18.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -0.8% | +3.0% | -3.8% | -0.7% |
| 30D | -13.2% | +38.7% | -51.9% | -12.5% |
| 3M | -27.6% | +24.9% | -52.5% | -27.3% |
| 6M | -38.7% | +68.8% | -107.5% | -37.4% |
| YTD | -22.7% | +6.7% | -29.4% | -18.6% |
| 1Y | -17.6% | +3.0% | -20.6% | -10.9% |
| All | -17.6% | +1.3% | -18.8% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling