+139.9%
CNP vs PHM
+545.0%
-405.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | +0.7% | -3.9% | +4.5% | +1.7% |
| 30D | -0.1% | -8.6% | +8.5% | +2.3% |
| 3M | -5.6% | -2.9% | -2.7% | -5.3% |
| 6M | -7.5% | -5.7% | -1.8% | -6.8% |
| YTD | +5.5% | +1.9% | +3.6% | +3.6% |
| 1Y | +8.3% | -12.3% | +20.7% | +10.6% |
| 3Y | +51.8% | +50.8% | +1.0% | +26.2% |
| 5Y | +69.9% | +157.3% | -87.4% | +12.7% |
| 10Y | +139.9% | +566.5% | -426.6% | +17.4% |
| All | +139.9% | +545.0% | -405.0% | +17.4% |
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