-3.3%
CLX vs PHM
+557.7%
-560.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | -5.9% | -6.4% | +0.5% | -5.0% |
| 30D | -17.0% | -12.1% | -4.9% | -15.5% |
| 3M | -9.6% | -1.5% | -8.0% | -9.3% |
| 6M | -21.5% | -6.0% | -15.5% | -20.9% |
| YTD | -8.8% | -0.3% | -8.5% | -8.8% |
| 1Y | -24.7% | -13.3% | -11.3% | -23.5% |
| 3Y | -35.6% | +47.6% | -83.2% | -39.1% |
| 5Y | -37.6% | +154.7% | -192.4% | -45.0% |
| All | -3.3% | +557.7% | -560.9% | -20.6% |
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