+28.5%
CLS vs PHM
-14.5%
+43.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.3% |
| 7D | +5.0% | -6.4% | +11.3% | +5.5% |
| 30D | +4.8% | -12.1% | +16.9% | +6.0% |
| 3M | -10.4% | -1.5% | -8.8% | -10.7% |
| 6M | +20.8% | -6.0% | +26.8% | +18.9% |
| YTD | +10.0% | -0.3% | +10.3% | +11.4% |
| 1Y | +28.5% | -13.3% | +41.9% | +19.7% |
| All | +28.5% | -14.5% | +43.0% | +19.7% |
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