+87.9%
CNP vs PCOR
-10.3%
+98.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -4.2% | +22.7% | -26.9% | -4.9% |
| 30D | +5.5% | +37.5% | -31.9% | +4.3% |
| 3M | +0.6% | +35.2% | -34.6% | -0.6% |
| 6M | -2.8% | +42.2% | -45.1% | -4.3% |
| YTD | +7.9% | +3.6% | +4.3% | +7.6% |
| 1Y | +6.7% | -4.8% | +11.4% | +6.9% |
| 3Y | +61.1% | +48.3% | +12.8% | +55.7% |
| 5Y | +73.0% | -20.1% | +93.0% | +64.2% |
| All | +87.9% | -10.3% | +98.2% | +80.9% |
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 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