+115.8%
CMS vs PHM
+540.0%
-424.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.1% |
| 7D | +1.2% | -2.5% | +3.7% | +1.6% |
| 30D | -3.2% | -9.7% | +6.5% | -1.5% |
| 3M | -2.2% | +2.2% | -4.4% | -2.8% |
| 6M | -9.4% | -5.7% | -3.8% | -8.9% |
| YTD | +0.7% | +2.8% | -2.2% | -0.4% |
| 1Y | +0.4% | -14.4% | +14.8% | +2.2% |
| 3Y | +35.2% | +52.2% | -17.0% | +22.3% |
| 5Y | +24.1% | +154.3% | -130.1% | -0.1% |
| 10Y | +115.8% | +545.9% | -430.1% | +46.9% |
| All | +115.8% | +540.0% | -424.2% | +46.9% |
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