+250.7%
CP vs PHM
+709.0%
-458.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.9% |
| 7D | +2.8% | +2.9% | -0.1% | +1.9% |
| 30D | +11.0% | +16.5% | -5.4% | +5.8% |
| 3M | +3.8% | +0.6% | +3.2% | +3.3% |
| 6M | +9.5% | +11.6% | -2.1% | +5.1% |
| YTD | +28.2% | +12.1% | +16.1% | +22.5% |
| 1Y | +33.0% | +9.6% | +23.3% | +27.8% |
| 3Y | +35.5% | +62.3% | -26.7% | +12.9% |
| 5Y | +25.8% | +170.4% | -144.6% | -13.4% |
| 10Y | +250.7% | +683.0% | -432.3% | +77.3% |
| All | +250.7% | +709.0% | -458.2% | +77.3% |
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