+815.9%
CRS vs PCOR
-11.9%
+827.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | +4.8% | +3.0% | +1.7% | +4.1% |
| 30D | -23.2% | +38.7% | -61.9% | -28.9% |
| 3M | -45.5% | +24.9% | -70.4% | -48.6% |
| 6M | -33.1% | +68.8% | -101.9% | -42.1% |
| YTD | -7.2% | +6.7% | -13.9% | -10.6% |
| 1Y | -10.0% | +3.0% | -13.0% | -12.4% |
| 3Y | +332.3% | +48.6% | +283.7% | +269.9% |
| All | +815.9% | -11.9% | +827.7% | +695.1% |
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