+26.7%
CP vs PCOR
+43.8%
-17.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +2.8% | +22.7% | -20.0% | +0.3% |
| 30D | +10.2% | +37.5% | -27.3% | +6.2% |
| 3M | +2.4% | +35.2% | -32.8% | -1.3% |
| 6M | +7.7% | +42.2% | -34.6% | +2.9% |
| YTD | +26.0% | +3.6% | +22.4% | +25.5% |
| 1Y | +34.6% | -4.8% | +39.4% | +36.2% |
| 3Y | +26.7% | +48.3% | -21.7% | +13.9% |
| All | +26.7% | +43.8% | -17.1% | +13.9% |
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 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