+35,415.6%
CTSH vs PHM
+2,478.0%
+32,937.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | -2.1% | -4.8% | +2.7% | -0.7% |
| 30D | +8.0% | +16.5% | -8.6% | +2.7% |
| 3M | +10.6% | -2.0% | +12.6% | +10.9% |
| 6M | +32.5% | +12.7% | +19.9% | +26.6% |
| YTD | -21.0% | +11.2% | -32.1% | -24.8% |
| 1Y | -9.9% | +7.7% | -17.7% | -13.5% |
| 3Y | +3.1% | +60.9% | -57.8% | -15.0% |
| 5Y | -13.4% | +167.7% | -181.1% | -40.4% |
| 10Y | +37.1% | +692.1% | -654.9% | -36.5% |
| All | +35,415.6% | +2,478.0% | +32,937.6% | +10,491.3% |
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