-9.0%
CRS vs PCOR
-4.6%
-4.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | +0.2% | +20.7% | -20.5% | +3.2% |
| 30D | -22.9% | +35.7% | -58.6% | -19.1% |
| 3M | -46.8% | +31.1% | -77.9% | -44.3% |
| 6M | -30.4% | +43.1% | -73.6% | -24.6% |
| YTD | -5.4% | +4.8% | -10.2% | +4.5% |
| 1Y | -9.0% | -3.7% | -5.3% | +3.8% |
| All | -9.0% | -4.6% | -4.4% | +3.8% |
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