+135.5%
CVE vs PHM
+175.2%
-39.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | -16.1% | +6.2% | -22.3% | -16.8% |
| 30D | -10.4% | +17.9% | -28.3% | -12.4% |
| 3M | -2.4% | +2.5% | -4.9% | -2.9% |
| 6M | -4.4% | +10.8% | -15.2% | -6.7% |
| YTD | +64.9% | +13.7% | +51.2% | +59.3% |
| 1Y | +66.0% | +12.4% | +53.7% | +60.6% |
| 3Y | +57.7% | +65.6% | -8.0% | +37.3% |
| All | +135.5% | +175.2% | -39.7% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling