-36.8%
CLX vs PHM
+152.6%
-189.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.9% |
| 7D | -4.9% | -3.9% | -1.1% | -4.1% |
| 30D | -15.8% | -8.6% | -7.3% | -14.1% |
| 3M | -7.9% | -2.9% | -5.0% | -7.3% |
| 6M | -19.0% | -5.7% | -13.3% | -18.1% |
| YTD | -7.9% | +1.9% | -9.8% | -8.4% |
| 1Y | -25.4% | -12.3% | -13.0% | -23.7% |
| 3Y | -35.0% | +50.8% | -85.8% | -42.1% |
| 5Y | -36.8% | +157.3% | -194.1% | -51.2% |
| All | -36.8% | +152.6% | -189.3% | -51.2% |
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