+38.2%
CL vs PHM
+59.1%
-21.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -0.8% | -6.1% | +5.3% | +0.1% |
| 30D | +9.5% | +13.7% | -4.3% | +7.4% |
| 3M | +6.6% | -1.5% | +8.2% | +6.7% |
| 6M | +13.2% | +11.3% | +2.0% | +11.2% |
| YTD | +26.9% | +8.9% | +17.9% | +24.8% |
| 1Y | +27.6% | +6.1% | +21.5% | +25.9% |
| All | +38.2% | +59.1% | -21.0% | +37.4% |
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 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