+28.5%
CL vs DHI
+56.7%
-28.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | -2.4% | -6.1% | +3.7% | -1.6% |
| 30D | -4.8% | -10.1% | +5.3% | -3.5% |
| 3M | -1.7% | -7.3% | +5.6% | -1.0% |
| 6M | -3.8% | -6.1% | +2.3% | -3.4% |
| YTD | +13.3% | -5.0% | +18.3% | +13.5% |
| 1Y | +8.3% | -22.1% | +30.4% | +10.9% |
| 3Y | +28.8% | +19.2% | +9.6% | +23.3% |
| 5Y | +28.5% | +59.4% | -30.9% | +13.1% |
| All | +28.5% | +56.7% | -28.1% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling