+7,539.9%
CP vs PHM
+11,456.8%
-3,916.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | -3.2% | +0.5% | -1.9% |
| 30D | +0.2% | -6.4% | +6.6% | +1.7% |
| 3M | +2.6% | +5.5% | -2.9% | +1.0% |
| 6M | +6.0% | -5.4% | +11.4% | +6.9% |
| YTD | +24.9% | +6.6% | +18.4% | +22.4% |
| 1Y | +20.1% | -8.8% | +29.0% | +21.8% |
| 3Y | +16.4% | +54.1% | -37.7% | +2.8% |
| 5Y | +31.7% | +144.5% | -112.7% | +2.5% |
| 10Y | +223.9% | +569.4% | -345.6% | +91.7% |
| All | +7,539.9% | +11,456.8% | -3,916.8% | +2,236.2% |
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