+27.1%
CP vs PCOR
-22.6%
+49.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.1% | +23.7% | -17.6% | +3.2% |
| 30D | +9.8% | +39.0% | -29.2% | +5.2% |
| 3M | +2.7% | +35.8% | -33.0% | -1.4% |
| 6M | +12.8% | +38.2% | -25.5% | +7.4% |
| YTD | +28.2% | +3.9% | +24.2% | +26.1% |
| 1Y | +34.1% | +5.7% | +28.5% | +31.4% |
| 3Y | +28.9% | +44.8% | -15.9% | +18.1% |
| 5Y | +27.1% | -19.8% | +46.8% | +18.3% |
| All | +27.1% | -22.6% | +49.6% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling