+180.6%
CEG vs PHM
+52.3%
+128.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.6% |
| 7D | +6.7% | -2.5% | +9.2% | +7.1% |
| 30D | +11.0% | -9.7% | +20.6% | +12.7% |
| 3M | +19.5% | +2.2% | +17.3% | +18.8% |
| 6M | -5.9% | -5.7% | -0.2% | -5.6% |
| YTD | -15.0% | +2.8% | -17.8% | -15.7% |
| 1Y | +0.6% | -14.4% | +15.1% | +2.1% |
| 3Y | +180.6% | +52.2% | +128.4% | +143.7% |
| All | +180.6% | +52.3% | +128.3% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling