-34.0%
CCL vs PHM
+670.5%
-704.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.2% | -4.1% | +3.0% | +1.5% |
| 30D | +13.1% | +16.1% | -3.0% | +2.5% |
| 3M | +3.4% | -2.5% | +5.9% | +4.5% |
| 6M | +18.7% | +12.9% | +5.8% | +9.4% |
| YTD | -2.3% | +9.0% | -11.3% | -7.9% |
| 1Y | +14.2% | +8.2% | +6.0% | +7.8% |
| 3Y | +133.6% | +58.4% | +75.1% | +62.4% |
| 5Y | +33.5% | +159.2% | -125.7% | -34.6% |
| All | -34.0% | +670.5% | -704.6% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling