+487.0%
CF vs PHM
+746.3%
-259.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.7% |
| 7D | -0.9% | +3.5% | -4.4% | -1.8% |
| 30D | +6.9% | +21.2% | -14.3% | +1.9% |
| 3M | +4.8% | +2.5% | +2.4% | +3.6% |
| 6M | +4.7% | +16.1% | -11.4% | -0.5% |
| YTD | +56.5% | +16.6% | +39.9% | +46.7% |
| 1Y | +48.4% | +14.4% | +34.0% | +39.7% |
| 3Y | +59.1% | +71.9% | -12.7% | +27.4% |
| 5Y | +109.5% | +174.3% | -64.8% | +36.6% |
| 10Y | +487.0% | +744.0% | -257.0% | +144.0% |
| All | +487.0% | +746.3% | -259.4% | +144.0% |
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