-5.0%
CMG vs PHM
+149.8%
-154.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -3.8% | -6.4% | +2.5% | -1.9% |
| 30D | +12.9% | -12.1% | +25.0% | +17.4% |
| 3M | +18.8% | -1.5% | +20.3% | +18.6% |
| 6M | +4.1% | -6.0% | +10.1% | +5.2% |
| YTD | -2.4% | -0.3% | -2.0% | -3.6% |
| 1Y | -6.7% | -13.3% | +6.7% | -3.8% |
| 3Y | -7.1% | +47.6% | -54.7% | -25.2% |
| 5Y | -5.0% | +154.7% | -159.7% | -43.2% |
| All | -5.0% | +149.8% | -154.8% | -43.2% |
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