+65.4%
CVE vs PHM
+64.0%
+1.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.4% |
| 7D | -10.0% | +2.9% | -12.9% | -10.1% |
| 30D | -11.9% | +16.5% | -28.3% | -12.6% |
| 3M | -5.9% | +0.6% | -6.6% | -5.9% |
| 6M | -1.6% | +11.6% | -13.1% | -3.2% |
| YTD | +66.3% | +12.1% | +54.2% | +62.4% |
| 1Y | +57.5% | +9.6% | +47.9% | +54.4% |
| 3Y | +65.4% | +62.3% | +3.2% | +39.9% |
| All | +65.4% | +64.0% | +1.4% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling