+66.9%
CBRE vs PHM
+52.3%
+14.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -2.2% |
| 7D | -1.5% | -2.5% | +1.0% | -0.4% |
| 30D | -4.0% | -9.7% | +5.7% | +0.5% |
| 3M | +8.0% | +2.2% | +5.8% | +6.6% |
| 6M | +4.0% | -5.7% | +9.6% | +5.9% |
| YTD | -11.5% | +2.8% | -14.4% | -14.0% |
| 1Y | -13.0% | -14.4% | +1.4% | -8.0% |
| 3Y | +66.9% | +52.2% | +14.7% | +18.6% |
| All | +66.9% | +52.3% | +14.6% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling