+246.7%
CB vs PHM
+709.0%
-462.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.4% | +2.5% |
| 7D | +0.7% | +2.9% | -2.2% | -0.1% |
| 30D | +8.2% | +16.5% | -8.3% | +4.1% |
| 3M | +6.3% | +0.6% | +5.7% | +5.8% |
| 6M | +16.2% | +11.6% | +4.6% | +12.2% |
| YTD | +19.3% | +12.1% | +7.2% | +14.4% |
| 1Y | +29.2% | +9.6% | +19.6% | +24.3% |
| 3Y | +71.4% | +62.3% | +9.2% | +43.0% |
| 5Y | +104.2% | +170.4% | -66.2% | +40.3% |
| 10Y | +246.7% | +683.0% | -436.3% | +76.3% |
| All | +246.7% | +709.0% | -462.3% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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