-12.5%
CNH vs PCOR
-10.0%
-2.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -0.4% | +23.7% | -24.0% | -4.3% |
| 30D | -15.2% | +39.0% | -54.2% | -20.3% |
| 3M | +4.3% | +35.8% | -31.5% | -2.1% |
| 6M | +10.1% | +38.2% | -28.2% | +2.1% |
| YTD | +23.2% | +3.9% | +19.3% | +20.1% |
| 1Y | +8.5% | +5.7% | +2.8% | +5.0% |
| 3Y | +4.1% | +44.8% | -40.7% | -8.3% |
| 5Y | -17.8% | -19.8% | +1.9% | -23.5% |
| All | -12.5% | -10.0% | -2.5% | -18.3% |
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 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