+3,369.0%
CLS vs DHI
+3,243.1%
+125.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.7% |
| 7D | +5.0% | -6.1% | +11.1% | +7.0% |
| 30D | +4.8% | -10.1% | +14.9% | +8.1% |
| 3M | -10.4% | -7.3% | -3.1% | -8.7% |
| 6M | +20.8% | -6.1% | +26.9% | +22.5% |
| YTD | +10.0% | -5.0% | +15.1% | +10.5% |
| 1Y | +28.5% | -22.1% | +50.6% | +36.0% |
| 3Y | +1,292.2% | +19.2% | +1,273.0% | +1,135.3% |
| 5Y | +3,616.8% | +59.4% | +3,557.4% | +2,833.1% |
| 10Y | +2,959.5% | +401.8% | +2,557.6% | +1,495.4% |
| All | +3,369.0% | +3,243.1% | +125.9% | +518.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling