+51.2%
CF vs PHM
+7.3%
+43.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +0.8% |
| 7D | +5.4% | -6.1% | +11.5% | +3.5% |
| 30D | +6.5% | +13.7% | -7.2% | +10.8% |
| 3M | +4.6% | -1.5% | +6.2% | +4.1% |
| 6M | -3.3% | +11.3% | -14.6% | +0.7% |
| YTD | +63.9% | +8.9% | +55.0% | +65.1% |
| All | +51.2% | +7.3% | +43.9% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling