+219.7%
CFG vs PHM
+709.0%
-489.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.3% |
| 7D | +0.7% | +2.9% | -2.2% | -0.7% |
| 30D | +2.8% | +16.5% | -13.7% | -4.3% |
| 3M | -10.1% | +0.6% | -10.7% | -10.9% |
| 6M | +3.2% | +11.6% | -8.4% | -2.9% |
| YTD | +14.2% | +12.1% | +2.1% | +6.3% |
| 1Y | +27.4% | +9.6% | +17.8% | +19.7% |
| 3Y | +187.6% | +62.3% | +125.3% | +118.1% |
| 5Y | +65.7% | +170.4% | -104.7% | -5.6% |
| 10Y | +219.7% | +683.0% | -463.3% | +14.9% |
| All | +219.7% | +709.0% | -489.3% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling