+3,231.7%
CLS vs PHM
+1,962.6%
+1,269.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | -3.2% | +7.8% | +5.7% |
| 30D | -13.9% | -6.4% | -7.5% | -12.1% |
| 3M | -26.6% | +5.5% | -32.1% | -28.4% |
| 6M | +15.4% | -5.4% | +20.9% | +16.8% |
| YTD | +5.7% | +6.6% | -0.9% | +2.2% |
| 1Y | +41.1% | -8.8% | +50.0% | +42.7% |
| 3Y | +1,228.6% | +54.1% | +1,174.5% | +1,000.8% |
| 5Y | +3,240.6% | +144.5% | +3,096.2% | +2,232.6% |
| 10Y | +2,760.3% | +569.4% | +2,190.9% | +1,280.7% |
| All | +3,231.7% | +1,962.6% | +1,269.1% | +671.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling