+3,542.1%
CLS vs PHM
+152.9%
+3,389.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.5% | +9.2% | +6.9% |
| 7D | +12.8% | -2.5% | +15.3% | +13.7% |
| 30D | +3.8% | -9.7% | +13.5% | +7.4% |
| 3M | -14.6% | +2.2% | -16.8% | -16.2% |
| 6M | +32.2% | -5.7% | +37.9% | +33.7% |
| YTD | +11.6% | +2.8% | +8.8% | +8.4% |
| 1Y | +35.1% | -14.4% | +49.5% | +40.1% |
| 3Y | +1,312.5% | +52.2% | +1,260.3% | +972.7% |
| 5Y | +3,542.1% | +154.3% | +3,387.8% | +1,938.9% |
| All | +3,542.1% | +152.9% | +3,389.2% | +1,938.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling