+11.8%
CRM vs PHM
+49.3%
-37.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.4% | +1.8% |
| 7D | -4.4% | -5.0% | +0.5% | -3.9% |
| 30D | +28.1% | -8.4% | +36.6% | +29.4% |
| 3M | +48.8% | -4.4% | +53.3% | +49.4% |
| 6M | +28.3% | -3.7% | +32.0% | +28.3% |
| YTD | -6.0% | +1.3% | -7.3% | -7.3% |
| 1Y | +1.4% | -14.0% | +15.5% | +3.1% |
| 3Y | +11.8% | +48.1% | -36.3% | -5.7% |
| All | +11.8% | +49.3% | -37.5% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling