+2,297.8%
CLX vs PHM
+11,050.0%
-8,752.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -1.1% |
| 7D | -3.5% | -2.5% | -1.1% | -3.3% |
| 30D | -11.9% | -9.7% | -2.2% | -10.8% |
| 3M | -2.6% | +2.2% | -4.8% | -2.9% |
| 6M | -18.2% | -5.7% | -12.5% | -17.6% |
| YTD | -5.9% | +2.8% | -8.7% | -6.3% |
| 1Y | -23.8% | -14.4% | -9.4% | -22.6% |
| 3Y | -33.6% | +52.2% | -85.8% | -37.5% |
| 5Y | -35.7% | +154.3% | -189.9% | -43.5% |
| 10Y | -2.5% | +545.9% | -548.4% | -26.0% |
| All | +2,297.8% | +11,050.0% | -8,752.2% | +866.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling