+28.7%
CLX vs PHM
+677.6%
-648.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | +7.8% | -4.8% | +12.5% | +8.5% |
| 30D | +28.5% | +16.5% | +12.0% | +25.7% |
| 3M | +1.3% | -2.0% | +3.3% | +1.5% |
| 6M | +23.4% | +12.7% | +10.7% | +21.3% |
| YTD | +11.4% | +11.2% | +0.2% | +9.6% |
| 1Y | +6.9% | +7.7% | -0.8% | +5.6% |
| 3Y | -9.8% | +60.9% | -70.7% | -15.7% |
| 5Y | -22.7% | +167.7% | -190.4% | -32.7% |
| 10Y | +28.7% | +692.1% | -663.3% | +1.7% |
| All | +28.7% | +677.6% | -648.9% | +1.7% |
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