+1,444.5%
CRS vs PCOR
-43.0%
+1,487.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +5.9% | +2.6% |
| 7D | -0.2% | -9.0% | +8.7% | +1.8% |
| 30D | -16.6% | +4.2% | -20.8% | -17.7% |
| 3M | -3.5% | +14.4% | -17.9% | -7.5% |
| 6M | +15.4% | +0.2% | +15.3% | +12.7% |
| YTD | +51.2% | -20.3% | +71.4% | +56.4% |
| 1Y | +98.3% | -16.1% | +114.4% | +100.8% |
| 3Y | +651.5% | -14.7% | +666.3% | +636.6% |
| All | +1,444.5% | -43.0% | +1,487.5% | +1,367.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling