+60.0%
CSGP vs DHI
+494.1%
-434.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +1.3% | -4.1% | +5.4% | +2.8% |
| 30D | +2.8% | +9.3% | -6.5% | +0.1% |
| 3M | -6.3% | -2.6% | -3.8% | -5.3% |
| 6M | -3.2% | +4.1% | -7.2% | -4.7% |
| YTD | -54.0% | +2.3% | -56.3% | -55.0% |
| 1Y | -54.8% | +2.7% | -57.6% | -56.0% |
| 3Y | -60.6% | +23.2% | -83.8% | -65.3% |
| 5Y | -62.6% | +57.3% | -120.0% | -70.8% |
| All | +60.0% | +494.1% | -434.1% | -24.0% |
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