+90.6%
CNP vs PCOR
-9.2%
+99.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | -3.0% | +20.7% | -23.8% | -3.7% |
| 30D | +6.8% | +35.7% | -28.8% | +5.7% |
| 3M | +3.6% | +31.1% | -27.4% | +2.6% |
| 6M | 0.0% | +43.1% | -43.1% | -1.5% |
| YTD | +9.4% | +4.8% | +4.6% | +9.1% |
| 1Y | +6.8% | -3.7% | +10.5% | +7.0% |
| 3Y | +64.2% | +46.5% | +17.6% | +58.8% |
| 5Y | +76.0% | -17.3% | +93.3% | +67.2% |
| All | +90.6% | -9.2% | +99.8% | +83.5% |
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