+3,154.0%
CLS vs DHI
+414.5%
+2,739.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.8% | +6.0% |
| 7D | +10.9% | -3.4% | +14.4% | +12.2% |
| 30D | +2.1% | -5.4% | +7.5% | +3.9% |
| 3M | -10.2% | -10.4% | +0.3% | -7.2% |
| 6M | +30.4% | -2.8% | +33.1% | +30.7% |
| YTD | +17.2% | -3.4% | +20.6% | +17.0% |
| 1Y | +41.0% | -22.9% | +63.9% | +50.9% |
| 3Y | +1,338.0% | +20.7% | +1,317.3% | +1,123.4% |
| 5Y | +3,860.6% | +62.1% | +3,798.4% | +2,772.5% |
| All | +3,154.0% | +414.5% | +2,739.5% | +1,461.8% |
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