-70.5%
CBRS vs PHM
+19.5%
-89.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.2% | -13.3% | -3.7% |
| 7D | -18.4% | +13.6% | -32.0% | -15.1% |
| 30D | -49.4% | +19.3% | -68.7% | -46.7% |
| 3M | -59.6% | +3.5% | -63.0% | -59.4% |
| All | -70.5% | +19.5% | -89.9% | -69.3% |
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 · Available span rolling