+223.2%
CP vs PHM
+540.0%
-316.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.6% |
| 7D | +2.4% | -2.5% | +4.9% | +3.2% |
| 30D | -0.5% | -9.7% | +9.1% | +2.5% |
| 3M | +1.4% | +2.2% | -0.8% | +0.2% |
| 6M | +10.3% | -5.7% | +16.0% | +11.6% |
| YTD | +24.3% | +2.8% | +21.5% | +22.2% |
| 1Y | +20.4% | -14.4% | +34.9% | +24.9% |
| 3Y | +21.8% | +52.2% | -30.4% | +3.3% |
| 5Y | +31.5% | +154.3% | -122.7% | -7.9% |
| 10Y | +223.2% | +545.9% | -322.6% | +68.5% |
| All | +223.2% | +540.0% | -316.8% | +68.5% |
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