+5.2%
CMG vs PCOR
+39.4%
-34.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +5.7% |
| 3M | +2.1% | +35.2% | -33.1% | -3.5% |
| 6M | +5.2% | +42.2% | -37.1% | -7.8% |
| All | +5.2% | +39.4% | -34.3% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling