+38.7%
CTSH vs PHM
+709.0%
-670.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +3.5% |
| 7D | +1.8% | +2.9% | -1.1% | +0.7% |
| 30D | +9.8% | +16.5% | -6.7% | +4.1% |
| 3M | +12.1% | +0.6% | +11.5% | +11.4% |
| 6M | +27.4% | +11.6% | +15.8% | +21.6% |
| YTD | -20.3% | +12.1% | -32.4% | -24.8% |
| 1Y | -8.8% | +9.6% | -18.4% | -13.3% |
| 3Y | +4.0% | +62.3% | -58.2% | -17.2% |
| 5Y | -12.2% | +170.4% | -182.6% | -43.9% |
| 10Y | +38.7% | +683.0% | -644.3% | -34.8% |
| All | +38.7% | +709.0% | -670.2% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling