+19,269.7%
CMI vs PHM
+10,944.2%
+8,325.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +0.7% | -3.9% | +4.6% | +1.9% |
| 30D | -12.3% | -8.6% | -3.7% | -9.9% |
| 3M | -16.8% | -2.9% | -13.9% | -16.5% |
| 6M | +1.5% | -5.7% | +7.2% | +2.7% |
| YTD | +9.8% | +1.9% | +7.9% | +8.2% |
| 1Y | +42.6% | -12.3% | +54.9% | +46.9% |
| 3Y | +151.0% | +50.8% | +100.2% | +113.6% |
| 5Y | +167.0% | +157.3% | +9.7% | +86.5% |
| 10Y | +512.2% | +566.5% | -54.4% | +193.6% |
| All | +19,269.7% | +10,944.2% | +8,325.6% | +4,054.6% |
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