+22.4%
CCI vs PHM
+568.1%
-545.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.0% |
| 7D | -0.3% | -5.0% | +4.7% | +1.0% |
| 30D | +2.2% | -8.4% | +10.7% | +4.5% |
| 3M | -16.9% | -4.4% | -12.5% | -16.3% |
| 6M | -11.5% | -3.7% | -7.8% | -11.4% |
| YTD | -12.8% | +1.3% | -14.1% | -14.1% |
| 1Y | -17.1% | -14.0% | -3.0% | -14.9% |
| 3Y | -9.6% | +48.1% | -57.8% | -21.6% |
| 5Y | -48.9% | +158.8% | -207.7% | -62.8% |
| All | +22.4% | +568.1% | -545.7% | -31.2% |
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 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