-3.1%
CMG vs DHI
+61.2%
-64.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -2.1% | -3.4% | +1.3% | -1.2% |
| 30D | +10.9% | -5.4% | +16.3% | +12.5% |
| 3M | +15.8% | -10.4% | +26.3% | +18.9% |
| 6M | +6.9% | -2.8% | +9.7% | +6.9% |
| YTD | -2.2% | -3.4% | +1.3% | -2.5% |
| 1Y | -7.1% | -22.9% | +15.8% | -1.6% |
| 3Y | -7.1% | +20.7% | -27.8% | -20.4% |
| All | -3.1% | +61.2% | -64.3% | -30.9% |
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