+3,896.6%
PHM vs CNI
+6,494.7%
-2,598.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | -3.9% | +0.9% | -4.7% | -4.4% |
| 30D | -8.6% | -2.1% | -6.4% | -7.2% |
| 3M | -2.9% | +1.8% | -4.7% | -4.3% |
| 6M | -5.7% | +14.8% | -20.5% | -14.4% |
| YTD | +1.9% | +25.4% | -23.5% | -13.0% |
| 1Y | -12.3% | +32.9% | -45.2% | -28.2% |
| 3Y | +50.8% | +20.2% | +30.6% | +30.9% |
| 5Y | +157.3% | +12.2% | +145.1% | +131.7% |
| 10Y | +566.5% | +136.0% | +430.5% | +251.1% |
| All | +3,896.6% | +6,494.7% | -2,598.1% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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