+41.1%
CLS vs DHI
-16.9%
+58.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +0.9% |
| 7D | +4.6% | -3.1% | +7.7% | +4.9% |
| 30D | -13.9% | -5.5% | -8.4% | -13.5% |
| 3M | -26.6% | -2.2% | -24.4% | -26.4% |
| 6M | +15.4% | -6.0% | +21.4% | +12.2% |
| YTD | +5.7% | 0.0% | +5.7% | +5.5% |
| 1Y | +41.1% | -18.2% | +59.4% | +35.6% |
| All | +41.1% | -16.9% | +58.0% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling