-10.1%
CRM vs PCOR
-1.9%
-8.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +1.2% |
| 7D | -4.0% | +2.5% | -6.5% | -5.3% |
| 30D | -6.8% | +37.9% | -44.7% | -23.8% |
| 3M | +10.6% | +32.0% | -21.4% | -6.9% |
| 6M | +23.4% | +54.7% | -31.4% | -6.5% |
| YTD | -17.1% | +6.6% | -23.7% | -19.7% |
| 1Y | -10.1% | -1.7% | -8.4% | -7.7% |
| All | -10.1% | -1.9% | -8.2% | -7.7% |
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