+568.0%
CF vs PHM
+700.3%
-132.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.1% |
| 7D | -3.2% | +6.2% | -9.4% | -4.7% |
| 30D | +4.3% | +17.9% | -13.6% | +0.1% |
| 3M | +2.8% | +2.5% | +0.3% | +1.6% |
| 6M | +0.6% | +10.8% | -10.2% | -3.2% |
| YTD | +56.6% | +13.7% | +42.9% | +47.8% |
| 1Y | +49.6% | +12.4% | +37.3% | +41.4% |
| 3Y | +61.5% | +65.6% | -4.2% | +30.7% |
| 5Y | +124.0% | +175.3% | -51.4% | +45.6% |
| All | +568.0% | +700.3% | -132.4% | +201.5% |
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