+481.0%
CF vs PHM
+709.0%
-227.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.5% |
| 7D | +4.8% | +2.9% | +1.8% | +3.8% |
| 30D | +9.7% | +16.5% | -6.8% | +5.5% |
| 3M | +1.2% | +0.6% | +0.6% | +0.4% |
| 6M | +7.4% | +11.6% | -4.2% | +3.0% |
| YTD | +60.5% | +12.1% | +48.4% | +51.8% |
| 1Y | +50.7% | +9.6% | +41.1% | +43.3% |
| 3Y | +64.8% | +62.3% | +2.5% | +33.9% |
| 5Y | +115.8% | +170.4% | -54.6% | +40.6% |
| 10Y | +481.0% | +683.0% | -202.0% | +151.5% |
| All | +481.0% | +709.0% | -227.9% | +151.5% |
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