-10.0%
CLX vs PHM
+64.0%
-74.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +2.0% |
| 7D | +13.6% | +2.9% | +10.7% | +12.8% |
| 30D | +29.1% | +16.5% | +12.6% | +24.1% |
| 3M | +1.6% | +0.6% | +0.9% | +1.1% |
| 6M | +18.7% | +11.6% | +7.1% | +15.6% |
| YTD | +11.1% | +12.1% | -1.0% | +8.0% |
| 1Y | +7.0% | +9.6% | -2.6% | +4.4% |
| 3Y | -10.0% | +62.3% | -72.3% | -16.7% |
| All | -10.0% | +64.0% | -74.0% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling