+7,131.2%
CB vs PHM
+5,127.5%
+2,003.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | +0.2% | +6.2% | -6.0% | -1.2% |
| 30D | +9.1% | +17.9% | -8.9% | +4.7% |
| 3M | +3.4% | +2.5% | +0.9% | +2.5% |
| 6M | +14.1% | +10.8% | +3.3% | +10.5% |
| YTD | +18.0% | +13.7% | +4.3% | +13.0% |
| 1Y | +30.1% | +12.4% | +17.8% | +24.7% |
| 3Y | +71.8% | +65.6% | +6.1% | +45.6% |
| 5Y | +101.8% | +175.3% | -73.5% | +46.3% |
| 10Y | +252.1% | +713.9% | -461.8% | +86.3% |
| All | +7,131.2% | +5,127.5% | +2,003.7% | +1,770.2% |
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