+34,958.1%
CTSH vs PHM
+2,605.0%
+32,353.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.5% |
| 7D | -2.3% | +3.5% | -5.8% | -3.4% |
| 30D | +7.4% | +21.2% | -13.8% | +1.1% |
| 3M | +10.9% | +2.5% | +8.5% | +9.8% |
| 6M | +24.7% | +16.1% | +8.6% | +18.1% |
| YTD | -22.0% | +16.6% | -38.6% | -26.8% |
| 1Y | -11.2% | +14.4% | -25.6% | -16.2% |
| 3Y | +3.9% | +71.9% | -68.0% | -16.1% |
| 5Y | -13.9% | +174.3% | -188.3% | -41.2% |
| 10Y | +37.8% | +744.0% | -706.2% | -37.4% |
| All | +34,958.1% | +2,605.0% | +32,353.1% | +10,208.3% |
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 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