+2,704.4%
CLS vs PCOR
-7.6%
+2,712.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | +16.3% | +3.0% | +13.2% | +15.4% |
| 30D | -25.7% | +38.7% | -64.3% | -33.2% |
| 3M | -30.9% | +24.9% | -55.7% | -36.4% |
| 6M | -35.5% | +68.8% | -104.3% | -46.7% |
| YTD | -18.7% | +6.7% | -25.4% | -23.3% |
| 1Y | -17.9% | +3.0% | -20.9% | -21.4% |
| 3Y | +838.1% | +48.6% | +789.5% | +689.9% |
| 5Y | +1,971.9% | -12.7% | +1,984.6% | +1,687.9% |
| All | +2,704.4% | -7.6% | +2,712.0% | +2,347.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling