+626.9%
CEG vs PHM
+127.8%
+499.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +1.3% | -3.9% | +5.2% | +2.2% |
| 30D | +8.8% | -8.6% | +17.4% | +10.9% |
| 3M | +17.0% | -2.9% | +19.9% | +17.3% |
| 6M | -8.7% | -5.7% | -3.0% | -8.1% |
| YTD | -16.4% | +1.9% | -18.3% | -17.4% |
| 1Y | -1.8% | -12.3% | +10.6% | 0.0% |
| 3Y | +175.8% | +50.8% | +125.0% | +135.4% |
| All | +626.9% | +127.8% | +499.2% | +414.0% |
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