+1,876.8%
CNP vs PHM
+11,952.1%
-10,075.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | -0.1% | -4.8% | +4.7% | +0.6% |
| 30D | +5.0% | +16.5% | -11.5% | +2.4% |
| 3M | +2.7% | -2.0% | +4.6% | +2.7% |
| 6M | -1.9% | +12.7% | -14.5% | -4.2% |
| YTD | +8.8% | +11.2% | -2.4% | +6.1% |
| 1Y | +5.6% | +7.7% | -2.1% | +3.4% |
| 3Y | +63.2% | +60.9% | +2.3% | +47.7% |
| 5Y | +73.8% | +167.7% | -93.9% | +42.6% |
| 10Y | +144.0% | +692.1% | -548.1% | +67.9% |
| All | +1,876.8% | +11,952.1% | -10,075.3% | +829.7% |
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