+62.8%
CVE vs PHM
+1,533.2%
-1,470.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -14.1% | +8.7% | -22.7% | -16.5% |
| 30D | -11.6% | +16.4% | -28.0% | -16.1% |
| 3M | 0.0% | +1.8% | -1.8% | -1.5% |
| 6M | -8.4% | +15.1% | -23.4% | -14.2% |
| YTD | +65.9% | +16.0% | +49.9% | +53.4% |
| 1Y | +69.4% | +14.1% | +55.3% | +57.2% |
| 3Y | +55.9% | +65.9% | -10.0% | +23.4% |
| 5Y | +146.2% | +180.9% | -34.7% | +55.5% |
| 10Y | +140.6% | +730.3% | -589.6% | +4.5% |
| All | +62.8% | +1,533.2% | -1,470.5% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling