-50.1%
CCI vs PHM
+149.8%
-200.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.2% |
| 7D | -4.4% | -6.4% | +2.0% | -2.8% |
| 30D | +0.3% | -12.1% | +12.4% | +3.6% |
| 3M | -20.0% | -1.5% | -18.4% | -20.1% |
| 6M | -14.5% | -6.0% | -8.5% | -13.9% |
| YTD | -14.9% | -0.3% | -14.6% | -15.8% |
| 1Y | -17.7% | -13.3% | -4.3% | -15.6% |
| 3Y | -12.4% | +47.6% | -59.9% | -25.8% |
| 5Y | -50.1% | +154.7% | -204.9% | -65.9% |
| All | -50.1% | +149.8% | -200.0% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling