+82.7%
CRS vs PHM
-12.7%
+95.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.7% |
| 7D | -6.8% | -5.0% | -1.8% | -5.1% |
| 30D | -16.1% | -8.4% | -7.7% | -13.5% |
| 3M | -21.2% | -4.4% | -16.7% | -20.5% |
| 6M | +8.7% | -3.7% | +12.4% | +8.0% |
| YTD | +41.0% | +1.3% | +39.7% | +39.1% |
| 1Y | +82.7% | -14.0% | +96.7% | +89.4% |
| All | +82.7% | -12.7% | +95.4% | +89.4% |
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