+2,491.1%
CLS vs PHM
+2,051.0%
+440.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.8% |
| 7D | +2.8% | -4.8% | +7.5% | +4.4% |
| 30D | -30.1% | +16.5% | -46.6% | -34.2% |
| 3M | -21.7% | -2.0% | -19.7% | -22.3% |
| 6M | -36.2% | +12.7% | -48.9% | -39.9% |
| YTD | -17.8% | +11.2% | -29.0% | -22.6% |
| 1Y | -26.8% | +7.7% | -34.5% | -30.4% |
| 3Y | +853.4% | +60.9% | +792.5% | +670.9% |
| 5Y | +2,005.0% | +167.7% | +1,837.3% | +1,310.8% |
| 10Y | +1,929.4% | +692.1% | +1,237.3% | +819.8% |
| All | +2,491.1% | +2,051.0% | +440.1% | +485.0% |
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