+579.5%
CEG vs PHM
+148.6%
+430.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +11.8% | -4.8% | +16.6% | +12.9% |
| 30D | -6.5% | +16.5% | -23.0% | -9.7% |
| 3M | -1.2% | -2.0% | +0.8% | -1.1% |
| 6M | -8.0% | +12.7% | -20.7% | -10.9% |
| YTD | -21.9% | +11.2% | -33.0% | -24.4% |
| 1Y | -21.4% | +7.7% | -29.2% | -23.6% |
| 3Y | +130.0% | +60.9% | +69.1% | +93.9% |
| All | +579.5% | +148.6% | +430.9% | +370.4% |
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