+110.9%
CF vs PHM
+158.6%
-47.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.8% | -4.1% | +8.9% | +4.9% |
| 30D | +4.7% | +16.1% | -11.4% | +4.1% |
| 3M | +7.4% | -2.5% | +9.9% | +7.4% |
| 6M | +0.6% | +12.9% | -12.3% | -0.4% |
| YTD | +64.1% | +9.0% | +55.1% | +62.1% |
| 1Y | +51.4% | +8.2% | +43.2% | +49.6% |
| 3Y | +67.8% | +58.4% | +9.4% | +57.5% |
| All | +110.9% | +158.6% | -47.7% | +76.1% |
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