+61.5%
CF vs PHM
+64.3%
-2.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.6% |
| 7D | -3.2% | +6.2% | -9.4% | -2.9% |
| 30D | +4.3% | +17.9% | -13.6% | +4.9% |
| 3M | +2.8% | +2.5% | +0.3% | +2.9% |
| 6M | +0.6% | +10.8% | -10.2% | +0.8% |
| YTD | +56.6% | +13.7% | +42.9% | +55.9% |
| 1Y | +49.6% | +12.4% | +37.3% | +49.0% |
| 3Y | +61.5% | +65.6% | -4.2% | +49.3% |
| All | +61.5% | +64.3% | -2.8% | +49.3% |
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