+22.0%
CP vs PCOR
-7.6%
+29.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +2.1% | +3.0% | -0.9% | +1.8% |
| 30D | +9.3% | +38.7% | -29.4% | +4.8% |
| 3M | +0.5% | +24.9% | -24.4% | -2.6% |
| 6M | +10.4% | +68.8% | -58.4% | +2.6% |
| YTD | +28.7% | +6.7% | +22.0% | +26.1% |
| 1Y | +33.2% | +3.0% | +30.2% | +31.1% |
| 3Y | +38.4% | +48.6% | -10.2% | +26.6% |
| 5Y | +26.2% | -12.7% | +38.9% | +17.0% |
| All | +22.0% | -7.6% | +29.6% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling