+223.2%
CP vs PHM
+538.6%
-315.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.6% |
| 7D | +2.4% | -2.7% | +5.1% | +3.3% |
| 30D | -0.5% | -9.9% | +9.3% | +2.6% |
| 3M | +1.4% | +2.0% | -0.6% | +0.3% |
| 6M | +10.3% | -5.9% | +16.2% | +11.6% |
| YTD | +24.3% | +2.6% | +21.7% | +22.3% |
| 1Y | +20.4% | -14.6% | +35.1% | +24.9% |
| 3Y | +21.8% | +51.9% | -30.1% | +3.4% |
| 5Y | +31.5% | +153.7% | -122.2% | -7.8% |
| 10Y | +223.2% | +544.4% | -321.2% | +68.6% |
| All | +223.2% | +538.6% | -315.4% | +68.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling