+2,299.5%
CLS vs PCOR
-10.0%
+2,309.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | 0.0% | -13.0% | -13.0% |
| 7D | -27.3% | +23.7% | -51.0% | -32.3% |
| 30D | -47.0% | +39.0% | -86.0% | -52.5% |
| 3M | -43.3% | +35.8% | -79.1% | -49.3% |
| 6M | -50.8% | +38.2% | -89.0% | -56.7% |
| YTD | -30.4% | +3.9% | -34.4% | -33.9% |
| 1Y | -41.7% | +5.7% | -47.4% | -45.0% |
| 3Y | +701.4% | +44.8% | +656.6% | +579.1% |
| 5Y | +1,767.8% | -19.8% | +1,787.5% | +1,528.8% |
| All | +2,299.5% | -10.0% | +2,309.5% | +2,008.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling