+9,834.6%
CRS vs PHM
+11,050.0%
-1,215.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -2.4% |
| 7D | -3.1% | -2.5% | -0.6% | -2.3% |
| 30D | -19.6% | -9.7% | -10.0% | -17.1% |
| 3M | -8.1% | +2.2% | -10.3% | -9.1% |
| 6M | +18.6% | -5.7% | +24.2% | +20.4% |
| YTD | +45.9% | +2.8% | +43.0% | +43.5% |
| 1Y | +82.5% | -14.4% | +96.9% | +89.6% |
| 3Y | +648.9% | +52.2% | +596.7% | +532.2% |
| 5Y | +1,438.1% | +154.3% | +1,283.9% | +985.6% |
| 10Y | +1,327.0% | +545.9% | +781.1% | +650.9% |
| All | +9,834.6% | +11,050.0% | -1,215.4% | +2,930.1% |
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