+23,259.7%
CTAS vs PHM
+11,456.8%
+11,803.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | -0.2% | -6.4% | +6.2% | +1.3% |
| 3M | +11.7% | +5.5% | +6.2% | +10.0% |
| 6M | +0.7% | -5.4% | +6.2% | +1.6% |
| YTD | +7.4% | +6.6% | +0.8% | +5.1% |
| 1Y | -2.1% | -8.8% | +6.7% | -0.8% |
| 3Y | +62.9% | +54.1% | +8.8% | +42.1% |
| 5Y | +111.9% | +144.5% | -32.6% | +62.3% |
| 10Y | +652.2% | +569.4% | +82.8% | +344.1% |
| All | +23,259.7% | +11,456.8% | +11,803.0% | +7,145.7% |
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 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