+870.1%
CCI vs DHI
+3,180.7%
-2,310.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.1% |
| 7D | -4.4% | -6.1% | +1.7% | -2.7% |
| 30D | +0.3% | -10.1% | +10.4% | +3.3% |
| 3M | -20.0% | -7.3% | -12.7% | -18.7% |
| 6M | -14.5% | -6.1% | -8.4% | -13.9% |
| YTD | -14.9% | -5.0% | -9.8% | -14.8% |
| 1Y | -17.7% | -22.1% | +4.4% | -13.3% |
| 3Y | -12.4% | +19.2% | -31.6% | -20.4% |
| 5Y | -50.1% | +59.4% | -109.5% | -59.4% |
| 10Y | +20.4% | +401.8% | -381.5% | -34.3% |
| All | +870.1% | +3,180.7% | -2,310.7% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling