+503.2%
CMI vs DHI
+414.5%
+88.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -0.7% | -3.4% | +2.7% | +0.3% |
| 30D | -12.4% | -5.4% | -7.0% | -11.0% |
| 3M | -14.8% | -10.4% | -4.3% | -12.4% |
| 6M | +0.8% | -2.8% | +3.6% | +0.9% |
| YTD | +10.2% | -3.4% | +13.6% | +10.1% |
| 1Y | +37.4% | -22.9% | +60.3% | +46.3% |
| 3Y | +153.3% | +20.7% | +132.6% | +128.0% |
| 5Y | +167.6% | +62.1% | +105.5% | +112.6% |
| All | +503.2% | +414.5% | +88.7% | +224.2% |
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