+14.2%
CCL vs PHM
+7.4%
+6.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.2% | -4.1% | +3.0% | +1.9% |
| 30D | +13.1% | +16.1% | -3.0% | +0.9% |
| 3M | +3.4% | -2.5% | +5.9% | +5.4% |
| 6M | +18.7% | +12.9% | +5.8% | +7.1% |
| YTD | -2.3% | +9.0% | -11.3% | -8.3% |
| 1Y | +14.2% | +8.2% | +6.0% | +6.8% |
| All | +14.2% | +7.4% | +6.8% | +6.8% |
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