+13.0%
CMG vs PCOR
-5.7%
+18.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | +8.0% | +22.7% | -14.8% | +4.5% |
| 30D | +11.9% | +37.5% | -25.6% | +6.5% |
| 3M | +2.1% | +35.2% | -33.1% | -2.8% |
| 6M | +5.2% | +42.2% | -37.1% | -1.9% |
| YTD | -6.9% | +3.6% | -10.5% | -5.5% |
| All | +13.0% | -5.7% | +18.7% | +19.4% |
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