+7.6%
CL vs PHM
-13.4%
+21.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.3% |
| 7D | -1.4% | -2.5% | +1.1% | -0.9% |
| 30D | -5.2% | -9.7% | +4.4% | -3.3% |
| 3M | +3.3% | +2.2% | +1.1% | +2.5% |
| 6M | -4.4% | -5.7% | +1.3% | -3.8% |
| YTD | +13.9% | +2.8% | +11.1% | +12.4% |
| 1Y | +7.6% | -14.4% | +22.1% | +8.4% |
| All | +7.6% | -13.4% | +21.0% | +8.4% |
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