+165.9%
CVE vs PHM
+572.0%
-406.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +2.5% | -3.2% | +5.7% | +3.5% |
| 30D | +16.7% | -6.4% | +23.2% | +18.9% |
| 3M | +9.3% | +5.5% | +3.8% | +5.8% |
| 6M | +43.6% | -5.4% | +49.0% | +43.1% |
| YTD | +93.6% | +6.6% | +87.0% | +84.3% |
| 1Y | +98.8% | -8.8% | +107.6% | +98.8% |
| 3Y | +73.6% | +54.1% | +19.5% | +36.4% |
| 5Y | +312.5% | +144.5% | +168.0% | +155.5% |
| All | +165.9% | +572.0% | -406.1% | +32.9% |
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