+807.8%
CCL vs PHM
+11,456.8%
-10,649.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.0% | -3.2% | -1.9% | -3.9% |
| 30D | -20.3% | -6.4% | -13.9% | -18.4% |
| 3M | -15.1% | +5.5% | -20.6% | -16.7% |
| 6M | -15.1% | -5.4% | -9.7% | -12.9% |
| YTD | -21.8% | +6.6% | -28.4% | -23.2% |
| 1Y | -24.8% | -8.8% | -15.9% | -22.2% |
| 3Y | +51.9% | +54.1% | -2.3% | +28.8% |
| 5Y | +4.0% | +144.5% | -140.4% | -24.5% |
| 10Y | -42.2% | +569.4% | -611.6% | -69.6% |
| All | +807.8% | +11,456.8% | -10,649.0% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling