-33.6%
CLX vs PHM
+52.3%
-85.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -0.7% |
| 7D | -3.5% | -2.5% | -1.1% | -3.0% |
| 30D | -11.9% | -9.7% | -2.2% | -9.8% |
| 3M | -2.6% | +2.2% | -4.8% | -3.0% |
| 6M | -18.2% | -5.7% | -12.5% | -17.3% |
| YTD | -5.9% | +2.8% | -8.7% | -6.4% |
| 1Y | -23.8% | -14.4% | -9.4% | -22.1% |
| 3Y | -33.6% | +52.2% | -85.8% | -41.6% |
| All | -33.6% | +52.3% | -85.8% | -41.6% |
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 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