+11.7%
CRCL vs PHM
+18.5%
-6.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.5% |
| 7D | +4.9% | -3.9% | +8.8% | +4.1% |
| 30D | +38.7% | -8.6% | +47.2% | +36.0% |
| 3M | +14.7% | -2.9% | +17.6% | +14.7% |
| 6M | -16.9% | -5.7% | -11.2% | -17.7% |
| YTD | +17.3% | +1.9% | +15.4% | +14.6% |
| 1Y | -21.2% | -12.3% | -8.9% | -26.9% |
| All | +11.7% | +18.5% | -6.8% | +35.3% |
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