+732.7%
CLS vs PCOR
+43.8%
+688.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -22.2% | +22.7% | -44.9% | -27.5% |
| 30D | -44.4% | +37.5% | -81.8% | -50.2% |
| 3M | -34.3% | +35.2% | -69.5% | -41.6% |
| 6M | -50.1% | +42.2% | -92.3% | -56.8% |
| YTD | -30.1% | +3.6% | -33.6% | -31.1% |
| 1Y | -39.3% | -4.8% | -34.6% | -37.1% |
| 3Y | +732.7% | +48.3% | +684.4% | +551.8% |
| All | +732.7% | +43.8% | +688.9% | +551.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling