+17.8%
CRM vs PCOR
-30.9%
+48.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.1% |
| 7D | +1.3% | -9.0% | +10.2% | +5.5% |
| 30D | +34.3% | +4.2% | +30.2% | +32.5% |
| 3M | +37.7% | +14.4% | +23.3% | +29.9% |
| 6M | +34.9% | +0.2% | +34.8% | +33.8% |
| YTD | -1.6% | -20.3% | +18.6% | +6.6% |
| 1Y | +7.1% | -16.1% | +23.3% | +12.7% |
| 3Y | +19.0% | -14.7% | +33.8% | +18.4% |
| 5Y | -1.3% | -43.2% | +41.9% | -2.0% |
| All | +17.8% | -30.9% | +48.8% | +15.2% |
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