+238.9%
CRM vs PHM
+568.1%
-329.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.5% |
| 7D | -4.4% | -5.0% | +0.5% | -3.0% |
| 30D | +28.1% | -8.4% | +36.6% | +31.3% |
| 3M | +48.8% | -4.4% | +53.3% | +50.2% |
| 6M | +28.3% | -3.7% | +32.0% | +28.1% |
| YTD | -6.0% | +1.3% | -7.3% | -8.2% |
| 1Y | +1.4% | -14.0% | +15.5% | +3.9% |
| 3Y | +11.8% | +48.1% | -36.3% | -8.3% |
| 5Y | -2.0% | +158.8% | -160.8% | -35.2% |
| All | +238.9% | +568.1% | -329.2% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling