+83.3%
CNP vs PCOR
-30.9%
+114.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.6% |
| 7D | +1.1% | -9.0% | +10.1% | +1.4% |
| 30D | -1.8% | +4.2% | -6.0% | -2.0% |
| 3M | -4.6% | +14.4% | -19.1% | -5.3% |
| 6M | -8.8% | +0.2% | -9.0% | -9.1% |
| YTD | +5.2% | -20.3% | +25.5% | +6.0% |
| 1Y | +8.3% | -16.1% | +24.4% | +8.6% |
| 3Y | +54.9% | -14.7% | +69.6% | +53.3% |
| 5Y | +73.5% | -43.2% | +116.7% | +66.2% |
| All | +83.3% | -30.9% | +114.2% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling