+43.8%
CSGP vs DHI
+397.6%
-353.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -5.4% | -2.3% | -3.0% | -4.6% |
| 30D | -6.0% | -5.3% | -0.8% | -4.2% |
| 3M | -12.8% | -7.8% | -5.1% | -10.8% |
| 6M | -38.9% | -5.4% | -33.5% | -38.4% |
| YTD | -56.0% | -2.7% | -53.3% | -56.4% |
| 1Y | -66.4% | -21.0% | -45.5% | -64.4% |
| 3Y | -64.2% | +22.2% | -86.4% | -68.6% |
| 5Y | -67.0% | +62.2% | -129.2% | -74.6% |
| 10Y | +43.8% | +414.3% | -370.5% | -30.5% |
| All | +43.8% | +397.6% | -353.8% | -30.5% |
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