+132.3%
CMS vs PHM
+746.3%
-614.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | +0.1% |
| 7D | -0.9% | +3.5% | -4.4% | -1.5% |
| 30D | +7.1% | +21.2% | -14.1% | +3.6% |
| 3M | -1.3% | +2.5% | -3.8% | -1.9% |
| 6M | -2.7% | +16.1% | -18.7% | -5.4% |
| YTD | +2.6% | +16.6% | -14.0% | -0.7% |
| 1Y | -2.0% | +14.4% | -16.4% | -5.0% |
| 3Y | +39.6% | +71.9% | -32.3% | +23.9% |
| 5Y | +35.3% | +174.3% | -139.0% | +7.8% |
| 10Y | +132.3% | +744.0% | -611.7% | +56.2% |
| All | +132.3% | +746.3% | -614.0% | +56.2% |
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 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