+9.5%
CNC vs PHM
+149.8%
-140.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.4% |
| 7D | -3.9% | -6.4% | +2.5% | -2.9% |
| 30D | +0.8% | -12.1% | +12.9% | +2.8% |
| 3M | +0.1% | -1.5% | +1.6% | -0.1% |
| 6M | +79.7% | -6.0% | +85.7% | +80.1% |
| YTD | +58.9% | -0.3% | +59.2% | +57.5% |
| 1Y | +109.1% | -13.3% | +122.5% | +112.3% |
| 3Y | 0.0% | +47.6% | -47.6% | -9.5% |
| 5Y | +9.5% | +154.7% | -145.2% | -16.2% |
| All | +9.5% | +149.8% | -140.3% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling