+5,331.8%
CF vs PHM
+266.6%
+5,065.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.2% |
| 7D | -3.2% | +6.2% | -9.4% | -5.0% |
| 30D | +4.3% | +17.9% | -13.6% | -0.7% |
| 3M | +2.8% | +2.5% | +0.3% | +1.3% |
| 6M | +0.6% | +10.8% | -10.2% | -3.8% |
| YTD | +56.6% | +13.7% | +42.9% | +46.7% |
| 1Y | +49.6% | +12.4% | +37.3% | +40.4% |
| 3Y | +61.5% | +65.6% | -4.2% | +30.4% |
| 5Y | +124.0% | +175.3% | -51.4% | +48.0% |
| 10Y | +573.2% | +713.9% | -140.8% | +201.5% |
| All | +5,331.8% | +266.6% | +5,065.2% | +2,100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling