+113.8%
CF vs PHM
+160.8%
-47.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.4% |
| 7D | +5.4% | -6.1% | +11.5% | +5.5% |
| 30D | +6.5% | +13.7% | -7.2% | +6.0% |
| 3M | +4.6% | -1.5% | +6.2% | +4.6% |
| 6M | -3.3% | +11.3% | -14.6% | -4.1% |
| YTD | +63.9% | +8.9% | +55.0% | +61.9% |
| 1Y | +50.4% | +6.1% | +44.4% | +48.9% |
| 3Y | +68.2% | +57.7% | +10.6% | +58.1% |
| 5Y | +113.8% | +159.0% | -45.1% | +79.7% |
| All | +113.8% | +160.8% | -47.0% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling