+10.9%
CMG vs PCOR
+4.0%
+6.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +19.7% | -13.8% | +3.1% |
| 7D | +22.5% | +21.8% | +0.7% | +19.2% |
| 30D | +14.1% | +39.5% | -25.4% | +9.2% |
| 3M | +4.1% | +35.2% | -31.2% | -0.2% |
| 6M | +10.1% | +21.7% | -11.7% | +4.9% |
| YTD | -4.9% | +3.9% | -8.8% | -10.3% |
| 1Y | +10.9% | +6.9% | +4.0% | +4.6% |
| All | +10.9% | +4.0% | +6.9% | +4.6% |
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