+163.9%
CCJ vs PHM
+158.6%
+5.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -0.8% | -4.1% | +3.3% | +0.4% |
| 30D | -13.2% | +16.1% | -29.3% | -17.0% |
| 3M | -27.6% | -2.5% | -25.1% | -27.4% |
| 6M | -38.7% | +12.9% | -51.6% | -41.1% |
| YTD | -22.7% | +9.0% | -31.7% | -25.4% |
| 1Y | -17.6% | +8.2% | -25.7% | -20.5% |
| 3Y | +62.7% | +58.4% | +4.2% | +32.1% |
| All | +163.9% | +158.6% | +5.3% | +56.2% |
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 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