-24.8%
CCL vs PHM
-6.9%
-17.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -5.0% | -3.2% | -1.9% | -2.8% |
| 30D | -20.3% | -6.4% | -13.9% | -16.4% |
| 3M | -15.1% | +5.5% | -20.6% | -18.6% |
| 6M | -15.1% | -5.4% | -9.7% | -14.8% |
| YTD | -21.8% | +6.6% | -28.4% | -24.8% |
| 1Y | -24.8% | -8.8% | -15.9% | -26.8% |
| All | -24.8% | -6.9% | -17.8% | -26.8% |
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