+34,247.0%
CTSH vs PHM
+2,372.0%
+31,874.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | -3.2% | +0.5% | -1.7% |
| 30D | +12.4% | -6.4% | +18.8% | +14.6% |
| 3M | +17.4% | +5.5% | +11.9% | +14.8% |
| 6M | -3.1% | -5.4% | +2.4% | -2.4% |
| YTD | -23.6% | +6.6% | -30.2% | -26.1% |
| 1Y | -10.8% | -8.8% | -2.0% | -9.8% |
| 3Y | -8.3% | +54.1% | -62.4% | -23.4% |
| 5Y | -11.3% | +144.5% | -155.8% | -37.2% |
| 10Y | +22.6% | +569.4% | -546.8% | -40.1% |
| All | +34,247.0% | +2,372.0% | +31,874.9% | +10,309.0% |
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