-6.8%
CBRE vs PHM
+16.2%
-23.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.2% | -3.0% | +1.3% |
| 7D | +14.1% | +13.6% | +0.5% | +8.6% |
| 30D | +9.0% | +19.3% | -10.2% | +1.7% |
| 3M | -6.6% | +3.5% | -10.1% | -8.2% |
| 6M | +0.8% | +18.6% | -17.8% | -5.5% |
| YTD | -12.2% | +16.7% | -28.9% | -18.4% |
| 1Y | -6.8% | +14.6% | -21.4% | -13.1% |
| All | -6.8% | +16.2% | -23.0% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling