+1,338.0%
CLS vs DHI
+21.1%
+1,316.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.8% | +6.3% |
| 7D | +10.9% | -3.4% | +14.4% | +11.6% |
| 30D | +2.1% | -5.4% | +7.5% | +3.0% |
| 3M | -10.2% | -10.4% | +0.3% | -8.7% |
| 6M | +30.4% | -2.8% | +33.1% | +30.4% |
| YTD | +17.2% | -3.4% | +20.6% | +17.1% |
| 1Y | +41.0% | -22.9% | +63.9% | +46.2% |
| 3Y | +1,338.0% | +20.7% | +1,317.3% | +1,121.3% |
| All | +1,338.0% | +21.1% | +1,316.9% | +1,121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling