+1,867.7%
CNP vs PHM
+12,545.8%
-10,678.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | -4.3% | +3.5% | -7.8% | -4.9% |
| 30D | +5.7% | +21.2% | -15.5% | +2.5% |
| 3M | +0.9% | +2.5% | -1.5% | +0.3% |
| 6M | -1.1% | +16.1% | -17.2% | -3.8% |
| YTD | +8.3% | +16.6% | -8.4% | +4.8% |
| 1Y | +5.9% | +14.4% | -8.5% | +2.7% |
| 3Y | +64.6% | +71.9% | -7.2% | +47.5% |
| 5Y | +74.6% | +174.3% | -99.8% | +42.8% |
| 10Y | +139.8% | +744.0% | -604.2% | +63.5% |
| All | +1,867.7% | +12,545.8% | -10,678.2% | +818.7% |
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