-69.9%
CPNG vs PHM
+157.4%
-227.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -1.7% |
| 7D | -6.3% | -2.5% | -3.8% | -5.3% |
| 30D | -8.7% | -9.7% | +0.9% | -4.9% |
| 3M | -2.4% | +2.2% | -4.7% | -4.0% |
| 6M | -22.3% | -5.7% | -16.7% | -21.3% |
| YTD | -37.2% | +2.8% | -40.1% | -39.1% |
| 1Y | -53.0% | -14.4% | -38.6% | -51.0% |
| 3Y | -20.0% | +52.2% | -72.2% | -41.0% |
| 5Y | -52.8% | +154.3% | -207.0% | -76.3% |
| All | -69.9% | +157.4% | -227.4% | -84.5% |
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 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