+892.4%
CDW vs PHM
+709.7%
+182.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | +2.1% | +6.2% | -4.1% | +0.1% |
| 30D | +14.7% | +17.9% | -3.2% | +8.7% |
| 3M | +11.1% | +2.5% | +8.6% | +10.0% |
| 6M | +45.6% | +10.8% | +34.8% | +39.9% |
| YTD | +17.1% | +13.7% | +3.4% | +10.8% |
| 1Y | +13.2% | +12.4% | +0.8% | +7.4% |
| 3Y | -22.2% | +65.6% | -87.8% | -36.8% |
| 5Y | -10.1% | +175.3% | -185.5% | -40.1% |
| 10Y | +307.0% | +713.9% | -407.0% | +90.6% |
| All | +892.4% | +709.7% | +182.8% | +355.3% |
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