+1,020.4%
CRS vs PCOR
-33.1%
+1,053.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.4% | -2.8% |
| 7D | -3.1% | -6.9% | +3.9% | -1.5% |
| 30D | -19.6% | -1.5% | -18.1% | -19.6% |
| 3M | -8.1% | +18.5% | -26.6% | -12.8% |
| 6M | +18.6% | -4.7% | +23.2% | +17.1% |
| YTD | +45.9% | -22.8% | +68.6% | +51.8% |
| 1Y | +82.5% | -20.7% | +103.2% | +87.4% |
| 3Y | +648.9% | -14.6% | +663.5% | +632.1% |
| 5Y | +1,438.1% | -40.7% | +1,478.9% | +1,398.2% |
| All | +1,020.4% | -33.1% | +1,053.5% | +971.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling