+186.1%
CF vs PCOR
-30.9%
+217.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.0% | -2.9% |
| 7D | +6.0% | -9.0% | +15.0% | +6.7% |
| 30D | +14.8% | +4.2% | +10.7% | +14.3% |
| 3M | +14.1% | +14.4% | -0.4% | +12.6% |
| 6M | +28.5% | +0.2% | +28.4% | +27.7% |
| YTD | +74.9% | -20.3% | +95.2% | +77.2% |
| 1Y | +61.7% | -16.1% | +77.8% | +62.5% |
| 3Y | +80.3% | -14.7% | +95.0% | +77.9% |
| 5Y | +226.0% | -43.2% | +269.1% | +222.6% |
| All | +186.1% | -30.9% | +217.0% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling