+142.8%
CI vs PHM
+670.5%
-527.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +1.2% | -4.1% | +5.3% | +2.2% |
| 30D | +2.6% | +16.1% | -13.6% | -1.6% |
| 3M | +7.4% | -2.5% | +9.9% | +7.8% |
| 6M | -0.1% | +12.9% | -13.0% | -4.2% |
| YTD | +9.7% | +9.0% | +0.7% | +5.5% |
| 1Y | +12.1% | +8.2% | +4.0% | +7.9% |
| 3Y | +7.0% | +58.4% | -51.4% | -11.2% |
| 5Y | +49.7% | +159.2% | -109.5% | +1.9% |
| All | +142.8% | +670.5% | -527.8% | +16.4% |
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