+639.7%
CEG vs PHM
+130.0%
+509.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.8% |
| 7D | +6.7% | -2.5% | +9.2% | +7.2% |
| 30D | +11.0% | -9.7% | +20.6% | +13.3% |
| 3M | +19.5% | +2.2% | +17.3% | +18.5% |
| 6M | -5.9% | -5.7% | -0.2% | -5.3% |
| YTD | -15.0% | +2.8% | -17.8% | -16.1% |
| 1Y | +0.6% | -14.4% | +15.1% | +3.0% |
| 3Y | +180.6% | +52.2% | +128.4% | +139.0% |
| All | +639.7% | +130.0% | +509.7% | +421.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling