+28.5%
CNH vs PCOR
-4.6%
+33.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.4% |
| 7D | +4.5% | +20.7% | -16.2% | +6.8% |
| 30D | +7.6% | +35.7% | -28.0% | +11.6% |
| 3M | +17.0% | +31.1% | -14.1% | +21.1% |
| 6M | +12.9% | +43.1% | -30.2% | +18.0% |
| YTD | +34.3% | +4.8% | +29.4% | +49.4% |
| 1Y | +28.5% | -3.7% | +32.2% | +47.4% |
| All | +28.5% | -4.6% | +33.1% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling