+64.1%
CF vs PHM
+63.8%
+0.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +2.4% |
| 7D | +4.8% | +2.9% | +1.8% | +4.9% |
| 30D | +9.7% | +16.5% | -6.8% | +10.2% |
| 3M | +1.2% | +0.6% | +0.6% | +1.3% |
| 6M | +7.4% | +11.6% | -4.2% | +7.4% |
| YTD | +60.5% | +12.1% | +48.4% | +59.6% |
| 1Y | +50.7% | +9.6% | +41.1% | +50.2% |
| All | +64.1% | +63.8% | +0.4% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling