+1,110.1%
CCI vs PHM
+1,882.4%
-772.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +2.5% | -4.1% | +6.7% | +3.6% |
| 30D | +14.4% | +16.1% | -1.7% | +9.7% |
| 3M | +21.7% | -2.5% | +24.2% | +22.1% |
| 6M | +4.0% | +12.9% | -8.9% | -0.2% |
| YTD | +6.2% | +9.0% | -2.8% | +2.3% |
| 1Y | +5.4% | +8.2% | -2.8% | +1.6% |
| 3Y | +11.7% | +58.4% | -46.7% | -5.1% |
| 5Y | -35.6% | +159.2% | -194.8% | -53.3% |
| 10Y | +68.7% | +676.9% | -608.1% | -15.9% |
| All | +1,110.1% | +1,882.4% | -772.3% | +259.8% |
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