+3.5%
CCL vs PHM
+152.9%
-149.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +1.0% |
| 7D | -0.1% | -2.5% | +2.4% | +1.5% |
| 30D | -20.0% | -9.7% | -10.3% | -14.4% |
| 3M | -13.7% | +2.2% | -15.9% | -15.1% |
| 6M | -9.0% | -5.7% | -3.3% | -5.3% |
| YTD | -22.8% | +2.8% | -25.6% | -24.3% |
| 1Y | -25.3% | -14.4% | -10.9% | -18.1% |
| 3Y | +54.1% | +52.2% | +1.9% | +4.0% |
| 5Y | +3.5% | +154.3% | -150.8% | -56.9% |
| All | +3.5% | +152.9% | -149.4% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling