-16.8%
CMG vs PCOR
+43.8%
-60.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | +8.0% | +22.7% | -14.8% | +3.9% |
| 30D | +11.9% | +37.5% | -25.6% | +5.4% |
| 3M | +2.1% | +35.2% | -33.1% | -3.8% |
| 6M | +5.2% | +42.2% | -37.1% | -2.6% |
| YTD | -6.9% | +3.6% | -10.5% | -9.3% |
| 1Y | +12.7% | -4.8% | +17.4% | +11.6% |
| 3Y | -16.8% | +48.3% | -65.1% | -20.4% |
| All | -16.8% | +43.8% | -60.6% | -20.4% |
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 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