-55.8%
CSGP vs PHM
+7.9%
-63.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -7.1% | -4.8% | -2.3% | -5.7% |
| 30D | +3.6% | +16.5% | -12.9% | +0.2% |
| 3M | -2.7% | -2.0% | -0.7% | -3.8% |
| 6M | -8.0% | +12.7% | -20.7% | -9.2% |
| YTD | -55.0% | +11.2% | -66.1% | -55.7% |
| 1Y | -55.8% | +7.7% | -63.5% | -56.3% |
| All | -55.8% | +7.9% | -63.7% | -56.3% |
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