+465.5%
CMS vs PHM
+12,230.3%
-11,764.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.8% |
| 7D | -1.3% | +6.2% | -7.5% | -2.2% |
| 30D | +6.3% | +17.9% | -11.6% | +3.7% |
| 3M | -2.1% | +2.5% | -4.5% | -2.6% |
| 6M | -5.1% | +10.8% | -15.9% | -6.8% |
| YTD | +1.3% | +13.7% | -12.5% | -1.3% |
| 1Y | -1.4% | +12.4% | -13.7% | -3.8% |
| 3Y | +36.9% | +65.6% | -28.7% | +24.4% |
| 5Y | +32.5% | +175.3% | -142.8% | +9.6% |
| 10Y | +126.8% | +713.9% | -587.2% | +53.3% |
| All | +465.5% | +12,230.3% | -11,764.8% | +135.2% |
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 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