+116.9%
COF vs PHM
+47.0%
+69.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.1% |
| 7D | -6.1% | -6.4% | +0.3% | -4.0% |
| 30D | -5.2% | -12.1% | +6.9% | -1.1% |
| 3M | +17.0% | -1.5% | +18.6% | +17.3% |
| 6M | +12.9% | -6.0% | +18.9% | +14.6% |
| YTD | -13.5% | -0.3% | -13.2% | -14.4% |
| 1Y | -5.9% | -13.3% | +7.5% | -2.8% |
| All | +116.9% | +47.0% | +69.9% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling