+319.6%
CRS vs PCOR
+43.8%
+275.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.7% | +22.7% | -24.4% | -5.3% |
| 30D | -28.8% | +37.5% | -66.3% | -33.0% |
| 3M | -50.0% | +35.2% | -85.2% | -53.0% |
| 6M | -39.2% | +42.2% | -81.4% | -43.7% |
| YTD | -11.4% | +3.6% | -15.0% | -10.4% |
| 1Y | -11.7% | -4.8% | -6.9% | -7.7% |
| 3Y | +319.6% | +48.3% | +271.3% | +281.0% |
| All | +319.6% | +43.8% | +275.9% | +281.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling