+2,730.9%
CLX vs PHM
+12,054.4%
-9,323.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.5% |
| 7D | +13.6% | +2.9% | +10.7% | +13.3% |
| 30D | +29.1% | +16.5% | +12.6% | +26.7% |
| 3M | +1.6% | +0.6% | +0.9% | +1.5% |
| 6M | +18.7% | +11.6% | +7.1% | +17.1% |
| YTD | +11.1% | +12.1% | -1.0% | +9.4% |
| 1Y | +7.0% | +9.6% | -2.6% | +5.7% |
| 3Y | -10.0% | +62.3% | -72.3% | -15.9% |
| 5Y | -22.6% | +170.4% | -193.0% | -32.6% |
| 10Y | +29.3% | +683.0% | -653.6% | -3.9% |
| All | +2,730.9% | +12,054.4% | -9,323.5% | +1,028.7% |
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 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