-31.6%
CRCL vs PHM
+16.2%
-47.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.2% | -6.0% | +1.9% |
| 7D | -6.8% | +13.6% | -20.4% | -5.7% |
| 30D | -8.6% | +19.3% | -27.9% | -7.3% |
| 3M | +20.3% | +3.5% | +16.9% | +18.9% |
| 6M | -36.3% | +18.6% | -54.9% | -34.2% |
| YTD | -4.0% | +16.7% | -20.7% | -14.4% |
| 1Y | -31.6% | +14.6% | -46.2% | -40.5% |
| All | -31.6% | +16.2% | -47.8% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling