+7,759.7%
CP vs PHM
+12,545.8%
-4,786.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.5% | +1.4% |
| 7D | +2.8% | +3.5% | -0.7% | +1.9% |
| 30D | +11.3% | +21.2% | -9.9% | +6.3% |
| 3M | +2.9% | +2.5% | +0.4% | +2.1% |
| 6M | +9.8% | +16.1% | -6.3% | +5.5% |
| YTD | +28.5% | +16.6% | +11.9% | +23.1% |
| 1Y | +33.5% | +14.4% | +19.1% | +28.4% |
| 3Y | +31.9% | +71.9% | -39.9% | +13.7% |
| 5Y | +25.5% | +174.3% | -148.8% | -5.0% |
| 10Y | +257.6% | +744.0% | -486.4% | +100.8% |
| All | +7,759.7% | +12,545.8% | -4,786.1% | +2,249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling