-11.2%
CRM vs DHI
+9.9%
-21.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -3.7% | +7.6% | -11.3% | -3.6% |
| 30D | -1.1% | +15.3% | -16.4% | -1.0% |
| 3M | +15.5% | +4.4% | +11.1% | +14.9% |
| 6M | +19.5% | +8.3% | +11.2% | +19.2% |
| YTD | -15.5% | +10.4% | -25.9% | -16.0% |
| 1Y | -11.2% | +9.8% | -21.0% | -12.9% |
| All | -11.2% | +9.9% | -21.1% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling