-60.8%
CLSK vs PHM
+610.9%
-671.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +5.9% |
| 7D | +7.7% | -5.0% | +12.7% | +10.7% |
| 30D | +12.2% | -8.4% | +20.7% | +17.4% |
| 3M | -15.5% | -4.4% | -11.0% | -15.1% |
| 6M | +39.3% | -3.7% | +43.1% | +39.9% |
| YTD | +35.1% | +1.3% | +33.8% | +29.8% |
| 1Y | +34.0% | -14.0% | +48.1% | +40.9% |
| 3Y | +226.3% | +48.1% | +178.1% | +156.2% |
| 5Y | +6.4% | +158.8% | -152.4% | -35.7% |
| All | -60.8% | +610.9% | -671.7% | -78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling