-13.1%
PCOR vs CLBK
+42.8%
-55.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.8% |
| 7D | +22.2% | +1.8% | +20.4% | +21.5% |
| 30D | +36.0% | +5.1% | +30.9% | +33.9% |
| 3M | +34.0% | +5.2% | +28.8% | +31.5% |
| 6M | +43.5% | +28.6% | +14.9% | +31.9% |
| YTD | +5.1% | +61.4% | -56.3% | -10.8% |
| 1Y | -3.9% | +64.7% | -68.6% | -19.1% |
| 3Y | +52.9% | +55.1% | -2.2% | +30.0% |
| 5Y | -18.7% | +28.4% | -47.0% | -31.8% |
| All | -13.1% | +42.8% | -55.9% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling