-17.7%
CCI vs PHM
-14.5%
-3.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | -4.4% | -6.4% | +2.0% | -3.5% |
| 30D | +0.3% | -12.1% | +12.4% | +2.0% |
| 3M | -20.0% | -1.5% | -18.4% | -20.2% |
| 6M | -14.5% | -6.0% | -8.5% | -14.3% |
| YTD | -14.9% | -0.3% | -14.6% | -14.5% |
| 1Y | -17.7% | -13.3% | -4.3% | -16.9% |
| All | -17.7% | -14.5% | -3.2% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling