+122.5%
CRWV vs PHM
+13.2%
+109.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | -0.4% | -5.0% | +4.6% | +0.2% |
| 30D | -17.4% | -8.4% | -9.0% | -16.4% |
| 3M | -7.1% | -4.4% | -2.6% | -6.9% |
| 6M | +8.6% | -3.7% | +12.3% | +8.0% |
| YTD | +24.3% | +1.3% | +23.0% | +21.6% |
| 1Y | -21.0% | -14.0% | -7.0% | -19.0% |
| All | +122.5% | +13.2% | +109.3% | +78.1% |
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