+22.4%
CCI vs DHI
+414.5%
-392.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.9% |
| 7D | -0.3% | -3.4% | +3.1% | +0.6% |
| 30D | +2.2% | -5.4% | +7.7% | +3.7% |
| 3M | -16.9% | -10.4% | -6.4% | -14.9% |
| 6M | -11.5% | -2.8% | -8.8% | -11.8% |
| YTD | -12.8% | -3.4% | -9.4% | -13.2% |
| 1Y | -17.1% | -22.9% | +5.8% | -12.6% |
| 3Y | -9.6% | +20.7% | -30.3% | -18.2% |
| 5Y | -48.9% | +62.1% | -111.1% | -58.6% |
| All | +22.4% | +414.5% | -392.1% | -29.3% |
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