-26.8%
CLS vs PHM
+7.9%
-34.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.5% |
| 7D | +2.8% | -4.8% | +7.5% | +2.8% |
| 30D | -30.1% | +16.5% | -46.6% | -31.4% |
| 3M | -21.7% | -2.0% | -19.7% | -20.6% |
| 6M | -36.2% | +12.7% | -48.9% | -38.0% |
| YTD | -17.8% | +11.2% | -29.0% | -19.6% |
| 1Y | -26.8% | +7.7% | -34.5% | -27.3% |
| All | -26.8% | +7.9% | -34.7% | -27.3% |
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