+51.0%
CL vs DHI
+414.5%
-363.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -2.2% | -3.4% | +1.2% | -1.7% |
| 30D | -6.0% | -5.4% | -0.5% | -5.2% |
| 3M | -2.3% | -10.4% | +8.1% | -0.9% |
| 6M | -2.0% | -2.8% | +0.8% | -2.0% |
| YTD | +11.8% | -3.4% | +15.3% | +11.8% |
| 1Y | +5.8% | -22.9% | +28.7% | +9.2% |
| 3Y | +25.9% | +20.7% | +5.2% | +18.9% |
| 5Y | +26.9% | +62.1% | -35.2% | +11.6% |
| All | +51.0% | +414.5% | -363.5% | +7.0% |
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