+6,646.7%
CB vs PHM
+4,799.6%
+1,847.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | -3.2% | +3.7% | +1.3% |
| 30D | -3.1% | -6.4% | +3.3% | -1.7% |
| 3M | +9.0% | +5.5% | +3.5% | +7.1% |
| 6M | +2.9% | -5.4% | +8.3% | +3.4% |
| YTD | +10.1% | +6.6% | +3.5% | +7.3% |
| 1Y | +22.8% | -8.8% | +31.6% | +23.8% |
| 3Y | +73.8% | +54.1% | +19.7% | +49.9% |
| 5Y | +99.2% | +144.5% | -45.3% | +48.7% |
| 10Y | +218.2% | +569.4% | -351.2% | +76.6% |
| All | +6,646.7% | +4,799.6% | +1,847.1% | +1,675.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling