+159.3%
CVE vs PCOR
-21.0%
+180.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +19.7% | -27.3% | -9.9% |
| 7D | -12.1% | +21.8% | -33.9% | -14.4% |
| 30D | -9.8% | +39.5% | -49.3% | -13.8% |
| 3M | -0.7% | +35.2% | -36.0% | -5.0% |
| 6M | -4.3% | +21.7% | -26.1% | -7.6% |
| YTD | +70.6% | +3.9% | +66.7% | +67.8% |
| 1Y | +73.2% | +6.9% | +66.2% | +69.1% |
| 3Y | +60.3% | +44.8% | +15.6% | +47.0% |
| 5Y | +159.3% | -21.9% | +181.2% | +142.1% |
| All | +159.3% | -21.0% | +180.3% | +142.1% |
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