+25.5%
CP vs PHM
+180.8%
-155.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.5% | +1.3% |
| 7D | +2.8% | +3.5% | -0.7% | +1.7% |
| 30D | +11.3% | +21.2% | -9.9% | +5.0% |
| 3M | +2.9% | +2.5% | +0.4% | +1.8% |
| 6M | +9.8% | +16.1% | -6.3% | +4.3% |
| YTD | +28.5% | +16.6% | +11.9% | +21.6% |
| 1Y | +33.5% | +14.4% | +19.1% | +26.9% |
| 3Y | +31.9% | +71.9% | -39.9% | +8.6% |
| 5Y | +25.5% | +174.3% | -148.8% | -16.0% |
| All | +25.5% | +180.8% | -155.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling