+12.4%
CNQ vs PHM
-0.6%
+13.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | +0.3% |
| 7D | +0.1% | -5.0% | +5.1% | -2.5% |
| 30D | +6.2% | -8.4% | +14.6% | +1.6% |
| 3M | +12.4% | -4.4% | +16.8% | +10.2% |
| All | +12.4% | -0.6% | +13.0% | +10.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling