+1,914.6%
CLS vs PHM
+670.5%
+1,244.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +16.3% | -4.1% | +20.4% | +18.1% |
| 30D | -25.7% | +16.1% | -41.8% | -30.9% |
| 3M | -30.9% | -2.5% | -28.4% | -31.3% |
| 6M | -35.5% | +12.9% | -48.4% | -40.0% |
| YTD | -18.7% | +9.0% | -27.7% | -23.9% |
| 1Y | -17.9% | +8.2% | -26.1% | -23.2% |
| 3Y | +838.1% | +58.4% | +779.7% | +612.1% |
| 5Y | +1,971.9% | +159.2% | +1,812.7% | +1,124.6% |
| All | +1,914.6% | +670.5% | +1,244.0% | +706.9% |
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 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