+350.2%
CG vs PHM
+1,316.5%
-966.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -4.3% | -3.2% | -1.1% | -3.0% |
| 30D | -5.1% | -6.4% | +1.4% | -2.5% |
| 3M | +8.7% | +5.5% | +3.2% | +5.6% |
| 6M | -9.2% | -5.4% | -3.8% | -7.9% |
| YTD | -18.9% | +6.6% | -25.4% | -22.2% |
| 1Y | -25.6% | -8.8% | -16.8% | -24.0% |
| 3Y | +57.3% | +54.1% | +3.2% | +26.7% |
| 5Y | +10.2% | +144.5% | -134.3% | -27.6% |
| 10Y | +364.2% | +569.4% | -205.2% | +109.7% |
| All | +350.2% | +1,316.5% | -966.3% | +87.7% |
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 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