+7.1%
CRM vs PCOR
-14.7%
+21.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | +0.5% |
| 7D | +1.3% | -9.0% | +10.2% | +6.8% |
| 30D | +34.3% | +4.2% | +30.2% | +32.1% |
| 3M | +37.7% | +14.4% | +23.3% | +27.6% |
| 6M | +34.9% | +0.2% | +34.8% | +30.8% |
| YTD | -1.6% | -20.3% | +18.6% | +1.9% |
| 1Y | +7.1% | -16.1% | +23.3% | +9.6% |
| All | +7.1% | -14.7% | +21.8% | +9.6% |
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