+89.6%
CL vs PHM
+670.5%
-580.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.2% | -4.1% | +7.4% | +3.8% |
| 30D | +8.0% | +16.1% | -8.1% | +5.7% |
| 3M | +7.9% | -2.5% | +10.4% | +8.1% |
| 6M | +14.7% | +12.9% | +1.8% | +12.4% |
| YTD | +29.2% | +9.0% | +20.1% | +26.9% |
| 1Y | +29.5% | +8.2% | +21.4% | +27.3% |
| 3Y | +40.7% | +58.4% | -17.8% | +29.1% |
| 5Y | +43.9% | +159.2% | -115.3% | +20.1% |
| All | +89.6% | +670.5% | -580.9% | +38.1% |
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