+31.0%
CMS vs PCOR
-10.0%
+41.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +19.7% | -18.3% | +1.2% |
| 7D | +4.1% | +21.8% | -17.8% | +3.8% |
| 30D | +10.9% | +39.5% | -28.7% | +10.4% |
| 3M | -0.2% | +35.2% | -35.5% | -0.6% |
| 6M | -4.7% | +21.7% | -26.5% | -5.0% |
| YTD | +3.9% | +3.9% | 0.0% | +3.9% |
| 1Y | +0.4% | +6.9% | -6.6% | +0.2% |
| 3Y | +38.8% | +44.8% | -6.0% | +36.7% |
| 5Y | +37.1% | -21.9% | +59.0% | +32.3% |
| All | +31.0% | -10.0% | +41.0% | +27.9% |
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