+11.7%
CCI vs PHM
+59.3%
-47.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +2.5% | -4.1% | +6.7% | +3.4% |
| 30D | +14.4% | +16.1% | -1.7% | +10.9% |
| 3M | +21.7% | -2.5% | +24.2% | +22.1% |
| 6M | +4.0% | +12.9% | -8.9% | +0.6% |
| YTD | +6.2% | +9.0% | -2.8% | +3.2% |
| 1Y | +5.4% | +8.2% | -2.8% | +2.5% |
| 3Y | +11.7% | +58.4% | -46.7% | -8.0% |
| All | +11.7% | +59.3% | -47.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling