+28.0%
CL vs PCOR
-4.6%
+32.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.6% | +20.7% | -18.1% | +2.2% |
| 30D | +11.8% | +35.7% | -23.9% | +11.4% |
| 3M | +5.9% | +31.1% | -25.1% | +5.5% |
| 6M | +13.3% | +43.1% | -29.8% | +12.3% |
| YTD | +27.1% | +4.8% | +22.3% | +22.6% |
| 1Y | +28.0% | -3.7% | +31.7% | +22.7% |
| All | +28.0% | -4.6% | +32.6% | +22.7% |
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 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