+3,544.7%
CLS vs PCOR
-30.9%
+3,575.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +2.2% |
| 7D | +4.6% | -9.0% | +13.5% | +7.7% |
| 30D | -13.9% | +4.2% | -18.1% | -15.3% |
| 3M | -26.6% | +14.4% | -41.0% | -30.4% |
| 6M | +15.4% | +0.2% | +15.2% | +12.5% |
| YTD | +5.7% | -20.3% | +25.9% | +10.4% |
| 1Y | +41.1% | -16.1% | +57.3% | +44.1% |
| 3Y | +1,228.6% | -14.7% | +1,243.3% | +1,223.7% |
| 5Y | +3,240.6% | -43.2% | +3,283.8% | +3,103.0% |
| All | +3,544.7% | -30.9% | +3,575.6% | +3,425.5% |
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