+219.8%
CB vs DHI
+414.5%
-194.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -0.7% | -3.4% | +2.7% | +0.1% |
| 30D | -1.2% | -5.4% | +4.3% | -0.1% |
| 3M | +3.8% | -10.4% | +14.2% | +5.9% |
| 6M | +5.8% | -2.8% | +8.5% | +5.5% |
| YTD | +9.4% | -3.4% | +12.8% | +8.8% |
| 1Y | +20.7% | -22.9% | +43.6% | +26.1% |
| 3Y | +70.1% | +20.7% | +49.4% | +53.2% |
| 5Y | +101.4% | +62.1% | +39.2% | +60.9% |
| All | +219.8% | +414.5% | -194.7% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling