+37.7%
CMG vs PCOR
-30.9%
+68.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.6% | -0.6% |
| 7D | -2.8% | -9.0% | +6.1% | -0.6% |
| 30D | +7.1% | +4.2% | +3.0% | +5.7% |
| 3M | +31.2% | +14.4% | +16.7% | +25.8% |
| 6M | +0.7% | +0.2% | +0.5% | -1.4% |
| YTD | -0.1% | -20.3% | +20.1% | +3.3% |
| 1Y | -10.7% | -16.1% | +5.4% | -9.6% |
| 3Y | -4.7% | -14.7% | +10.0% | -8.4% |
| 5Y | -3.8% | -43.2% | +39.4% | -7.4% |
| All | +37.7% | -30.9% | +68.7% | +29.8% |
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 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