-14.0%
PCOR vs CLBK
+27.5%
-41.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | +20.7% | +2.9% | +17.8% | +19.7% |
| 30D | +35.7% | +5.4% | +30.3% | +33.5% |
| 3M | +31.1% | +5.8% | +25.3% | +28.4% |
| 6M | +43.1% | +28.9% | +14.2% | +31.5% |
| YTD | +4.8% | +61.8% | -57.0% | -11.1% |
| 1Y | -3.7% | +63.1% | -66.8% | -18.6% |
| 3Y | +46.5% | +55.3% | -8.8% | +24.6% |
| All | -14.0% | +27.5% | -41.5% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling