+897.6%
CCI vs PHM
+1,770.0%
-872.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.1% |
| 7D | +0.2% | -2.5% | +2.7% | +0.8% |
| 30D | +0.5% | -9.7% | +10.2% | +3.2% |
| 3M | -16.3% | +2.2% | -18.5% | -17.3% |
| 6M | -13.9% | -5.7% | -8.3% | -13.3% |
| YTD | -12.4% | +2.8% | -15.3% | -14.1% |
| 1Y | -15.2% | -14.4% | -0.8% | -12.8% |
| 3Y | -9.9% | +52.2% | -62.1% | -22.5% |
| 5Y | -50.8% | +154.3% | -205.1% | -64.1% |
| 10Y | +18.3% | +545.9% | -527.6% | -37.9% |
| All | +897.6% | +1,770.0% | -872.3% | +202.2% |
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