+172.8%
CCJ vs PCOR
-14.4%
+187.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.7% |
| 7D | +0.7% | -9.0% | +9.7% | +2.0% |
| 30D | +6.9% | +4.2% | +2.7% | +6.1% |
| 3M | -11.6% | +14.4% | -26.1% | -13.5% |
| 6M | -16.2% | +0.2% | -16.4% | -16.9% |
| YTD | +10.1% | -20.3% | +30.4% | +14.2% |
| 1Y | +32.3% | -16.1% | +48.4% | +34.8% |
| All | +172.8% | -14.4% | +187.2% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling