+4,405.6%
CNC vs PHM
+1,254.0%
+3,151.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.1% | -2.9% |
| 7D | -1.0% | -2.5% | +1.5% | -0.4% |
| 30D | -1.8% | -9.7% | +7.8% | +0.3% |
| 3M | -0.7% | +2.2% | -2.9% | -1.7% |
| 6M | +47.9% | -5.7% | +53.6% | +48.5% |
| YTD | +56.9% | +2.8% | +54.1% | +54.4% |
| 1Y | +123.9% | -14.4% | +138.3% | +128.8% |
| 3Y | -1.3% | +52.2% | -53.5% | -13.2% |
| 5Y | +2.8% | +154.3% | -151.5% | -21.5% |
| 10Y | +90.9% | +545.9% | -455.0% | +11.7% |
| All | +4,405.6% | +1,254.0% | +3,151.6% | +1,594.2% |
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