+11.8%
CRM vs DHI
+21.1%
-9.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.8% |
| 7D | -4.4% | -3.4% | -1.0% | -4.2% |
| 30D | +28.1% | -5.4% | +33.6% | +28.6% |
| 3M | +48.8% | -10.4% | +59.3% | +49.8% |
| 6M | +28.3% | -2.8% | +31.0% | +27.8% |
| YTD | -6.0% | -3.4% | -2.6% | -6.6% |
| 1Y | +1.4% | -22.9% | +24.3% | +3.7% |
| 3Y | +11.8% | +20.7% | -8.8% | -1.6% |
| All | +11.8% | +21.1% | -9.2% | -1.6% |
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