-43.4%
CCL vs PHM
+557.7%
-601.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.3% |
| 7D | -4.3% | -6.4% | +2.1% | -0.2% |
| 30D | -19.0% | -12.1% | -6.9% | -12.1% |
| 3M | -13.1% | -1.5% | -11.5% | -12.4% |
| 6M | -13.3% | -6.0% | -7.3% | -9.5% |
| YTD | -25.2% | -0.3% | -24.9% | -25.1% |
| 1Y | -27.2% | -13.3% | -13.9% | -20.9% |
| 3Y | +49.2% | +47.6% | +1.7% | +9.2% |
| 5Y | +0.4% | +154.7% | -154.4% | -49.8% |
| All | -43.4% | +557.7% | -601.0% | -83.2% |
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