+58.6%
CVE vs PCOR
+44.3%
+14.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -14.1% | +23.7% | -37.8% | -16.2% |
| 30D | -11.6% | +39.0% | -50.6% | -15.1% |
| 3M | 0.0% | +35.8% | -35.7% | -3.9% |
| 6M | -8.4% | +38.2% | -46.6% | -12.4% |
| YTD | +65.9% | +3.9% | +62.0% | +66.4% |
| 1Y | +69.4% | +5.7% | +63.7% | +68.7% |
| All | +58.6% | +44.3% | +14.3% | +45.0% |
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