-7.7%
CTSH vs PHM
+61.0%
-68.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | -3.2% | +0.5% | -2.0% |
| 30D | +12.4% | -6.4% | +18.8% | +13.9% |
| 3M | +17.4% | +5.5% | +11.9% | +15.5% |
| 6M | -3.1% | -5.4% | +2.4% | -2.5% |
| YTD | -23.6% | +6.6% | -30.2% | -25.5% |
| 1Y | -10.8% | -8.8% | -2.0% | -10.0% |
| All | -7.7% | +61.0% | -68.7% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling