-39.3%
CLS vs PCOR
-2.3%
-37.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -22.2% | +22.7% | -44.9% | -21.0% |
| 30D | -44.4% | +37.5% | -81.8% | -43.6% |
| 3M | -34.3% | +35.2% | -69.5% | -33.2% |
| 6M | -50.1% | +42.2% | -92.3% | -48.6% |
| YTD | -30.1% | +3.6% | -33.6% | -13.6% |
| 1Y | -39.3% | -4.8% | -34.6% | -14.3% |
| All | -39.3% | -2.3% | -37.1% | -14.3% |
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