-17.9%
CLS vs PCOR
+1.3%
-19.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.4% |
| 7D | +16.3% | +3.0% | +13.2% | +16.5% |
| 30D | -25.7% | +38.7% | -64.3% | -24.1% |
| 3M | -30.9% | +24.9% | -55.7% | -28.9% |
| 6M | -35.5% | +68.8% | -104.3% | -33.1% |
| YTD | -18.7% | +6.7% | -25.4% | -1.9% |
| 1Y | -17.9% | +3.0% | -20.9% | +4.2% |
| All | -17.9% | +1.3% | -19.2% | +4.2% |
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