+242.0%
COF vs PHM
+568.1%
-326.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | -5.1% | -5.0% | -0.2% | -2.8% |
| 30D | -6.0% | -8.4% | +2.4% | -2.0% |
| 3M | +14.8% | -4.4% | +19.3% | +16.7% |
| 6M | +15.3% | -3.7% | +19.1% | +16.4% |
| YTD | -13.0% | +1.3% | -14.3% | -15.1% |
| 1Y | -5.7% | -14.0% | +8.3% | -0.5% |
| 3Y | +118.1% | +48.1% | +70.0% | +64.6% |
| 5Y | +46.2% | +158.8% | -112.6% | -21.5% |
| All | +242.0% | +568.1% | -326.1% | +11.2% |
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 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