+30.4%
CMS vs PCOR
-10.0%
+40.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | +23.7% | -22.0% | +1.4% |
| 30D | +8.6% | +39.0% | -30.4% | +8.2% |
| 3M | -0.5% | +35.8% | -36.2% | -0.8% |
| 6M | -4.2% | +38.2% | -42.4% | -4.6% |
| YTD | +3.4% | +3.9% | -0.5% | +3.4% |
| 1Y | +0.4% | +5.7% | -5.2% | +0.4% |
| 3Y | +38.2% | +44.8% | -6.6% | +36.1% |
| 5Y | +35.4% | -19.8% | +55.2% | +30.7% |
| All | +30.4% | -10.0% | +40.4% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling