+2,277.8%
CLS vs PHM
+2,157.0%
+120.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.3% | +7.0% |
| 7D | -10.6% | +3.5% | -14.0% | -11.8% |
| 30D | -38.4% | +21.2% | -59.6% | -42.8% |
| 3M | -29.9% | +2.5% | -32.3% | -31.3% |
| 6M | -40.6% | +16.1% | -56.7% | -44.6% |
| YTD | -24.6% | +16.6% | -41.2% | -30.0% |
| 1Y | -30.8% | +14.4% | -45.2% | -35.5% |
| 3Y | +811.7% | +71.9% | +739.9% | +622.2% |
| 5Y | +1,838.4% | +174.3% | +1,664.1% | +1,189.8% |
| 10Y | +1,751.5% | +744.0% | +1,007.5% | +722.5% |
| All | +2,277.8% | +2,157.0% | +120.8% | +428.8% |
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