+4,100.0%
CMG vs PHM
+268.7%
+3,831.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.1% |
| 7D | -1.5% | -2.5% | +1.0% | -0.7% |
| 30D | +12.7% | -9.7% | +22.4% | +16.2% |
| 3M | +26.3% | +2.2% | +24.1% | +24.7% |
| 6M | +4.5% | -5.7% | +10.2% | +5.6% |
| YTD | -0.1% | +2.8% | -2.9% | -2.1% |
| 1Y | -6.8% | -14.4% | +7.6% | -3.5% |
| 3Y | -5.0% | +52.2% | -57.2% | -20.4% |
| 5Y | -3.0% | +154.3% | -157.3% | -32.3% |
| 10Y | +323.6% | +545.9% | -222.3% | +107.4% |
| All | +4,100.0% | +268.7% | +3,831.3% | +1,595.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling