-19.5%
CCJ vs PCOR
-1.9%
-17.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.0% |
| 7D | +3.7% | +2.5% | +1.1% | +3.7% |
| 30D | -13.7% | +37.9% | -51.6% | -13.3% |
| 3M | -24.7% | +32.0% | -56.7% | -24.4% |
| 6M | -38.1% | +54.7% | -92.9% | -37.5% |
| YTD | -18.8% | +6.6% | -25.3% | -12.1% |
| 1Y | -19.5% | -1.7% | -17.8% | -5.9% |
| All | -19.5% | -1.9% | -17.6% | -5.9% |
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