-10.8%
CRM vs PCOR
-2.2%
-8.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.2% | +2.2% | -4.3% | -3.3% |
| 30D | -8.6% | +37.4% | -46.0% | -25.1% |
| 3M | +12.7% | +33.2% | -20.5% | -5.7% |
| 6M | +27.6% | +60.6% | -33.0% | -5.3% |
| YTD | -17.3% | +6.2% | -23.5% | -19.7% |
| 1Y | -10.8% | -1.1% | -9.7% | -8.8% |
| All | -10.8% | -2.2% | -8.6% | -8.8% |
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