+292.4%
CNQ vs PCOR
-30.9%
+323.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -0.9% |
| 7D | +3.0% | -9.0% | +12.0% | +4.0% |
| 30D | +12.8% | +4.2% | +8.6% | +12.1% |
| 3M | +7.0% | +14.4% | -7.4% | +5.1% |
| 6M | +16.5% | +0.2% | +16.3% | +15.5% |
| YTD | +52.0% | -20.3% | +72.3% | +54.7% |
| 1Y | +64.1% | -16.1% | +80.2% | +65.2% |
| 3Y | +74.3% | -14.7% | +89.1% | +71.4% |
| 5Y | +268.4% | -43.2% | +311.6% | +265.1% |
| All | +292.4% | -30.9% | +323.3% | +286.9% |
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 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