+56.1%
CDE vs PHM
+568.1%
-512.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.5% |
| 7D | -3.1% | -5.0% | +1.9% | -1.0% |
| 30D | +9.5% | -8.4% | +17.9% | +13.7% |
| 3M | +25.5% | -4.4% | +29.9% | +27.5% |
| 6M | -7.9% | -3.7% | -4.2% | -6.6% |
| YTD | +15.6% | +1.3% | +14.3% | +14.4% |
| 1Y | +34.0% | -14.0% | +48.1% | +41.0% |
| 3Y | +791.9% | +48.1% | +743.8% | +638.7% |
| 5Y | +197.7% | +158.8% | +39.0% | +90.3% |
| All | +56.1% | +568.1% | -512.0% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling