-0.9%
CMS vs PHM
-14.7%
+13.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.2% | -3.9% | +4.0% | +0.7% |
| 30D | -1.3% | -8.6% | +7.3% | -0.1% |
| 3M | -5.4% | -2.9% | -2.5% | -4.9% |
| 6M | -10.3% | -5.7% | -4.6% | -9.7% |
| YTD | -0.2% | +1.9% | -2.1% | -0.2% |
| 1Y | -0.9% | -12.3% | +11.5% | +0.1% |
| All | -0.9% | -14.7% | +13.8% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling