+3,038.3%
CLS vs PHM
+545.0%
+2,493.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +20.1% | -3.9% | +24.0% | +21.8% |
| 30D | +6.0% | -8.6% | +14.6% | +9.4% |
| 3M | -10.3% | -2.9% | -7.4% | -10.1% |
| 6M | +24.5% | -5.7% | +30.2% | +26.1% |
| YTD | +12.9% | +1.9% | +11.0% | +9.9% |
| 1Y | +36.7% | -12.3% | +49.0% | +40.3% |
| 3Y | +1,328.1% | +50.8% | +1,277.3% | +1,019.8% |
| 5Y | +3,682.3% | +157.3% | +3,525.0% | +2,176.4% |
| 10Y | +3,038.3% | +566.5% | +2,471.7% | +1,278.5% |
| All | +3,038.3% | +545.0% | +2,493.3% | +1,278.5% |
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