+811.7%
CLS vs PHM
+70.2%
+741.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.3% | +7.4% |
| 7D | -10.6% | +3.5% | -14.0% | -11.2% |
| 30D | -38.4% | +21.2% | -59.6% | -41.4% |
| 3M | -29.9% | +2.5% | -32.3% | -30.4% |
| 6M | -40.6% | +16.1% | -56.7% | -43.4% |
| YTD | -24.6% | +16.6% | -41.2% | -28.5% |
| 1Y | -30.8% | +14.4% | -45.2% | -34.1% |
| 3Y | +811.7% | +71.9% | +739.9% | +521.1% |
| All | +811.7% | +70.2% | +741.5% | +521.1% |
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