+90.3%
CNP vs PCOR
-7.6%
+97.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +1.3% | +3.0% | -1.7% | +1.2% |
| 30D | +3.8% | +38.7% | -34.9% | +2.6% |
| 3M | +2.4% | +24.9% | -22.5% | +1.5% |
| 6M | -1.2% | +68.8% | -70.0% | -3.3% |
| YTD | +9.3% | +6.7% | +2.6% | +8.9% |
| 1Y | +6.4% | +3.0% | +3.4% | +6.3% |
| 3Y | +66.4% | +48.6% | +17.7% | +60.9% |
| 5Y | +75.7% | -12.7% | +88.4% | +66.9% |
| All | +90.3% | -7.6% | +97.9% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling