-65.0%
CBRS vs PHM
+11.6%
-76.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.1% | +11.2% |
| 7D | +21.2% | -4.1% | +25.4% | +19.7% |
| 30D | -23.2% | +16.1% | -39.3% | -20.0% |
| 3M | -52.9% | -2.5% | -50.4% | -53.6% |
| All | -65.0% | +11.6% | -76.6% | -64.4% |
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