+22.3%
CP vs PCOR
-10.0%
+32.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +19.7% | -16.2% | +1.0% |
| 7D | +5.6% | +21.8% | -16.3% | +2.9% |
| 30D | +10.0% | +39.5% | -29.5% | +5.4% |
| 3M | +4.4% | +35.2% | -30.8% | +0.2% |
| 6M | +14.1% | +21.7% | -7.7% | +10.4% |
| YTD | +29.1% | +3.9% | +25.1% | +26.9% |
| 1Y | +34.6% | +6.9% | +27.6% | +31.5% |
| 3Y | +29.8% | +44.8% | -15.0% | +19.0% |
| 5Y | +28.7% | -21.9% | +50.6% | +21.0% |
| All | +22.3% | -10.0% | +32.3% | +14.5% |
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