-22.6%
CLX vs PHM
+166.0%
-188.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +24.2% |
| 3M | +1.6% | +0.6% | +0.9% | +1.2% |
| 6M | +18.7% | +11.6% | +7.1% | +15.5% |
| YTD | +11.1% | +12.1% | -1.0% | +7.8% |
| 1Y | +7.0% | +9.6% | -2.6% | +4.3% |
| 3Y | -10.0% | +62.3% | -72.3% | -21.5% |
| 5Y | -22.6% | +170.4% | -193.0% | -41.5% |
| All | -22.6% | +166.0% | -188.7% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling