+61.1%
CNP vs PCOR
+43.8%
+17.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -4.2% | +22.7% | -26.9% | -4.3% |
| 30D | +5.5% | +37.5% | -31.9% | +5.1% |
| 3M | +0.6% | +35.2% | -34.6% | +0.2% |
| 6M | -2.8% | +42.2% | -45.1% | -3.4% |
| YTD | +7.9% | +3.6% | +4.3% | +8.6% |
| 1Y | +6.7% | -4.8% | +11.4% | +7.9% |
| 3Y | +61.1% | +48.3% | +12.8% | +49.7% |
| All | +61.1% | +43.8% | +17.3% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling