-51.5%
CIEN vs PHM
+12.3%
-63.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.5% |
| 7D | +15.3% | -4.1% | +19.4% | +13.1% |
| 30D | -22.0% | +16.1% | -38.1% | -18.0% |
| 3M | -36.6% | -2.5% | -34.1% | -36.1% |
| 6M | -51.5% | +12.9% | -64.4% | -51.4% |
| All | -51.5% | +12.3% | -63.8% | -51.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling