+54.1%
CCL vs PHM
+52.3%
+1.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.7% |
| 7D | -0.1% | -2.5% | +2.4% | +1.3% |
| 30D | -20.0% | -9.7% | -10.3% | -15.1% |
| 3M | -13.7% | +2.2% | -15.9% | -14.8% |
| 6M | -9.0% | -5.7% | -3.3% | -6.1% |
| YTD | -22.8% | +2.8% | -25.6% | -23.8% |
| 1Y | -25.3% | -14.4% | -10.9% | -19.6% |
| 3Y | +54.1% | +52.2% | +1.9% | +4.5% |
| All | +54.1% | +52.3% | +1.8% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling