+12.0%
CNH vs PCOR
-30.9%
+42.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.3% | +8.3% | +4.8% |
| 7D | +23.3% | -9.0% | +32.2% | +25.2% |
| 30D | +33.5% | +4.2% | +29.3% | +32.0% |
| 3M | +32.7% | +14.4% | +18.3% | +28.3% |
| 6M | +22.2% | +0.2% | +22.0% | +19.6% |
| YTD | +57.7% | -20.3% | +77.9% | +61.9% |
| 1Y | +28.0% | -16.1% | +44.1% | +29.0% |
| 3Y | +11.5% | -14.7% | +26.2% | +8.9% |
| 5Y | +11.9% | -43.2% | +55.0% | +9.9% |
| All | +12.0% | -30.9% | +42.9% | +10.1% |
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