+58.4%
CNP vs PCOR
+44.3%
+14.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -5.3% | +23.7% | -29.0% | -5.5% |
| 30D | +3.7% | +39.0% | -35.3% | +3.3% |
| 3M | -1.1% | +35.8% | -36.8% | -1.5% |
| 6M | -7.1% | +38.2% | -45.4% | -7.5% |
| YTD | +6.0% | +3.9% | +2.1% | +6.7% |
| 1Y | +5.2% | +5.7% | -0.5% | +5.7% |
| All | +58.4% | +44.3% | +14.1% | +47.2% |
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