+72.0%
CNP vs PHM
+152.9%
-80.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.7% | +1.7% |
| 7D | +1.6% | -2.5% | +4.1% | +2.0% |
| 30D | -0.8% | -9.7% | +8.9% | +0.7% |
| 3M | -3.6% | +2.2% | -5.8% | -4.1% |
| 6M | -6.9% | -5.7% | -1.3% | -6.5% |
| YTD | +6.4% | +2.8% | +3.6% | +5.3% |
| 1Y | +9.9% | -14.4% | +24.4% | +11.8% |
| 3Y | +53.1% | +52.2% | +0.9% | +37.5% |
| 5Y | +72.0% | +154.3% | -82.3% | +32.4% |
| All | +72.0% | +152.9% | -80.9% | +32.4% |
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 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