+136.2%
CMS vs PHM
+669.9%
-533.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | -1.3% | -6.1% | +4.8% | -0.2% |
| 30D | +5.3% | +13.7% | -8.5% | +2.9% |
| 3M | -0.3% | -1.5% | +1.2% | -0.3% |
| 6M | -4.0% | +11.3% | -15.3% | -6.1% |
| YTD | +2.1% | +8.9% | -6.8% | -0.1% |
| 1Y | -4.7% | +6.1% | -10.8% | -6.5% |
| 3Y | +36.8% | +57.7% | -20.9% | +23.0% |
| 5Y | +34.9% | +159.0% | -124.1% | +8.3% |
| All | +136.2% | +669.9% | -533.7% | +55.7% |
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