+73.2%
CVE vs PHM
+16.2%
+57.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.2% | -14.8% | -5.6% |
| 7D | -12.1% | +13.6% | -25.7% | -8.7% |
| 30D | -9.8% | +19.3% | -29.1% | -5.1% |
| 3M | -0.7% | +3.5% | -4.2% | +1.1% |
| 6M | -4.3% | +18.6% | -22.9% | -0.5% |
| YTD | +70.6% | +16.7% | +53.9% | +76.4% |
| 1Y | +73.2% | +14.6% | +58.5% | +80.7% |
| All | +73.2% | +16.2% | +57.0% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling