+361.5%
CVE vs PCOR
-30.9%
+392.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +2.9% | -0.7% |
| 7D | +2.5% | -9.0% | +11.5% | +3.8% |
| 30D | +16.7% | +4.2% | +12.6% | +15.9% |
| 3M | +9.3% | +14.4% | -5.2% | +6.8% |
| 6M | +43.6% | +0.2% | +43.4% | +42.0% |
| YTD | +93.6% | -20.3% | +113.8% | +97.7% |
| 1Y | +98.8% | -16.1% | +114.9% | +100.5% |
| 3Y | +73.6% | -14.7% | +88.3% | +70.7% |
| 5Y | +312.5% | -43.2% | +355.6% | +313.5% |
| All | +361.5% | -30.9% | +392.5% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling