+580.6%
CF vs PHM
+572.0%
+8.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +6.0% | -3.2% | +9.2% | +6.8% |
| 30D | +14.8% | -6.4% | +21.3% | +16.4% |
| 3M | +14.1% | +5.5% | +8.6% | +11.6% |
| 6M | +28.5% | -5.4% | +34.0% | +28.1% |
| YTD | +74.9% | +6.6% | +68.4% | +68.2% |
| 1Y | +61.7% | -8.8% | +70.5% | +61.8% |
| 3Y | +80.3% | +54.1% | +26.2% | +48.1% |
| 5Y | +226.0% | +144.5% | +81.5% | +119.4% |
| All | +580.6% | +572.0% | +8.6% | +199.5% |
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