-14.8%
CTSH vs PHM
+152.9%
-167.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -2.8% |
| 7D | -5.5% | -2.5% | -3.0% | -4.7% |
| 30D | +4.5% | -9.7% | +14.2% | +7.8% |
| 3M | +13.7% | +2.2% | +11.5% | +12.3% |
| 6M | -8.4% | -5.7% | -2.7% | -7.6% |
| YTD | -26.5% | +2.8% | -29.3% | -28.3% |
| 1Y | -13.9% | -14.4% | +0.5% | -11.0% |
| 3Y | -11.3% | +52.2% | -63.5% | -29.3% |
| 5Y | -14.8% | +154.3% | -169.1% | -48.4% |
| All | -14.8% | +152.9% | -167.7% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling