+137.2%
CVE vs PHM
+684.3%
-547.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.5% |
| 7D | -10.0% | +2.9% | -12.9% | -11.1% |
| 30D | -11.9% | +16.5% | -28.3% | -16.6% |
| 3M | -5.9% | +0.6% | -6.6% | -7.1% |
| 6M | -1.6% | +11.6% | -13.1% | -7.3% |
| YTD | +66.3% | +12.1% | +54.2% | +54.5% |
| 1Y | +57.5% | +9.6% | +47.9% | +47.2% |
| 3Y | +65.4% | +62.3% | +3.2% | +27.4% |
| 5Y | +144.2% | +170.4% | -26.2% | +44.1% |
| All | +137.2% | +684.3% | -547.1% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling