+352.0%
CRS vs PCOR
+49.8%
+302.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.2% |
| 7D | +4.4% | +2.5% | +1.8% | +4.0% |
| 30D | -19.1% | +37.9% | -57.0% | -23.9% |
| 3M | -43.2% | +32.0% | -75.2% | -46.4% |
| 6M | -28.9% | +54.7% | -83.6% | -35.5% |
| YTD | -3.0% | +6.6% | -9.5% | -2.2% |
| 1Y | -5.3% | -1.7% | -3.6% | -1.5% |
| All | +352.0% | +49.8% | +302.2% | +279.8% |
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 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