+57.1%
CVE vs PHM
+14.7%
+42.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | +1.2% |
| 7D | -10.1% | +3.5% | -13.6% | -8.8% |
| 30D | -12.1% | +21.2% | -33.3% | -7.2% |
| 3M | -1.9% | +2.5% | -4.3% | -0.3% |
| 6M | -1.8% | +16.1% | -17.9% | +2.1% |
| YTD | +65.8% | +16.6% | +49.2% | +71.4% |
| All | +57.1% | +14.7% | +42.4% | +63.1% |
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