-21.4%
CEG vs PHM
+7.9%
-29.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +11.8% | -4.8% | +16.6% | +12.5% |
| 30D | -6.5% | +16.5% | -23.0% | -9.1% |
| 3M | -1.2% | -2.0% | +0.8% | -0.5% |
| 6M | -8.0% | +12.7% | -20.7% | -10.7% |
| YTD | -21.9% | +11.2% | -33.0% | -23.7% |
| 1Y | -21.4% | +7.7% | -29.2% | -23.1% |
| All | -21.4% | +7.9% | -29.4% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling