+36.9%
CMS vs PCOR
+43.8%
-6.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.1% |
| 7D | -1.3% | +22.7% | -24.0% | -1.2% |
| 30D | +6.3% | +37.5% | -31.1% | +6.6% |
| 3M | -2.1% | +35.2% | -37.2% | -1.8% |
| 6M | -5.1% | +42.2% | -47.3% | -4.9% |
| YTD | +1.3% | +3.6% | -2.3% | +1.6% |
| 1Y | -1.4% | -4.8% | +3.4% | -1.0% |
| 3Y | +36.9% | +48.3% | -11.4% | +26.8% |
| All | +36.9% | +43.8% | -6.9% | +26.8% |
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 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