+33.7%
CFG vs PCOR
+4.0%
+29.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +19.7% | -17.3% | +1.8% |
| 7D | +1.8% | +21.8% | -20.1% | +1.2% |
| 30D | +3.3% | +39.5% | -36.2% | +2.5% |
| 3M | -9.8% | +35.2% | -45.1% | -10.6% |
| 6M | +5.2% | +21.7% | -16.6% | +4.7% |
| YTD | +16.1% | +3.9% | +12.2% | +17.4% |
| 1Y | +33.7% | +6.9% | +26.7% | +34.2% |
| All | +33.7% | +4.0% | +29.6% | +34.2% |
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