+95.2%
CNC vs PHM
+568.1%
-472.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | -0.9% | -5.0% | +4.0% | +0.2% |
| 30D | -1.0% | -8.4% | +7.5% | +0.9% |
| 3M | +4.5% | -4.4% | +9.0% | +5.1% |
| 6M | +85.2% | -3.7% | +89.0% | +84.9% |
| YTD | +61.4% | +1.3% | +60.1% | +59.1% |
| 1Y | +94.9% | -14.0% | +108.9% | +99.1% |
| 3Y | 0.0% | +48.1% | -48.1% | -12.5% |
| 5Y | +11.2% | +158.8% | -147.6% | -18.3% |
| All | +95.2% | +568.1% | -472.9% | -4.0% |
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