+322.0%
CMG vs PHM
+568.1%
-246.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -2.1% | -5.0% | +2.9% | -0.4% |
| 30D | +10.9% | -8.4% | +19.3% | +14.1% |
| 3M | +15.8% | -4.4% | +20.3% | +16.9% |
| 6M | +6.9% | -3.7% | +10.7% | +7.4% |
| YTD | -2.2% | +1.3% | -3.4% | -3.9% |
| 1Y | -7.1% | -14.0% | +6.9% | -3.8% |
| 3Y | -7.1% | +48.1% | -55.2% | -23.6% |
| 5Y | -4.8% | +158.8% | -163.6% | -38.0% |
| All | +322.0% | +568.1% | -246.1% | +91.4% |
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