+41.9%
CI vs PHM
+152.9%
-111.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.3% |
| 7D | -2.0% | -2.5% | +0.5% | -1.6% |
| 30D | -1.8% | -9.7% | +7.8% | -0.3% |
| 3M | -4.2% | +2.2% | -6.5% | -4.9% |
| 6M | +2.7% | -5.7% | +8.4% | +3.2% |
| YTD | +1.9% | +2.8% | -0.9% | +0.7% |
| 1Y | -6.3% | -14.4% | +8.2% | -4.6% |
| 3Y | +3.9% | +52.2% | -48.4% | -6.4% |
| 5Y | +41.9% | +154.3% | -112.4% | +10.8% |
| All | +41.9% | +152.9% | -111.0% | +10.8% |
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