+34.6%
CP vs PCOR
+4.0%
+30.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +19.7% | -16.2% | +3.3% |
| 7D | +5.6% | +21.8% | -16.3% | +5.4% |
| 30D | +10.0% | +39.5% | -29.5% | +10.1% |
| 3M | +4.4% | +35.2% | -30.8% | +4.6% |
| 6M | +14.1% | +21.7% | -7.7% | +13.0% |
| YTD | +29.1% | +3.9% | +25.1% | +26.4% |
| 1Y | +34.6% | +6.9% | +27.6% | +31.9% |
| All | +34.6% | +4.0% | +30.5% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling