+9.2%
CVS vs PCOR
-10.0%
+19.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -10.0% | +23.7% | -33.7% | -10.5% |
| 30D | -5.2% | +39.0% | -44.2% | -6.2% |
| 3M | -17.4% | +35.8% | -53.1% | -18.3% |
| 6M | +2.1% | +38.2% | -36.1% | +0.9% |
| YTD | +5.6% | +3.9% | +1.7% | +5.8% |
| 1Y | +6.7% | +5.7% | +1.0% | +6.8% |
| 3Y | +29.6% | +44.8% | -15.1% | +26.4% |
| 5Y | +2.5% | -19.8% | +22.3% | -1.2% |
| All | +9.2% | -10.0% | +19.2% | +6.2% |
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