+31.8%
CLX vs PHM
+670.5%
-638.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +9.5% | -4.1% | +13.6% | +10.2% |
| 30D | +30.7% | +16.1% | +14.5% | +27.8% |
| 3M | +4.2% | -2.5% | +6.7% | +4.5% |
| 6M | +22.1% | +12.9% | +9.2% | +20.1% |
| YTD | +14.1% | +9.0% | +5.1% | +12.6% |
| 1Y | +10.3% | +8.2% | +2.1% | +9.0% |
| 3Y | -7.8% | +58.4% | -66.2% | -13.7% |
| 5Y | -20.8% | +159.2% | -180.0% | -30.8% |
| All | +31.8% | +670.5% | -638.8% | +4.7% |
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