+140.6%
CNP vs PHM
+669.9%
-529.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +2.5% | -6.1% | +8.6% | +4.1% |
| 30D | +4.0% | +13.7% | -9.7% | +0.1% |
| 3M | +1.6% | -1.5% | +3.2% | +1.5% |
| 6M | -1.7% | +11.3% | -12.9% | -5.5% |
| YTD | +8.6% | +8.9% | -0.3% | +4.3% |
| 1Y | +5.8% | +6.1% | -0.3% | +2.1% |
| 3Y | +63.0% | +57.7% | +5.3% | +33.8% |
| 5Y | +74.7% | +159.0% | -84.3% | +16.0% |
| All | +140.6% | +669.9% | -529.3% | +18.0% |
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