+1,284.2%
CLS vs PHM
+50.2%
+1,234.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +20.1% | -3.9% | +24.0% | +21.3% |
| 30D | +6.0% | -8.6% | +14.6% | +8.4% |
| 3M | -10.3% | -2.9% | -7.4% | -10.2% |
| 6M | +24.5% | -5.7% | +30.2% | +25.4% |
| YTD | +12.9% | +1.9% | +11.0% | +10.6% |
| 1Y | +36.7% | -12.3% | +49.0% | +39.8% |
| All | +1,284.2% | +50.2% | +1,234.1% | +960.1% |
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