+65.1%
CSGP vs DHI
+506.3%
-441.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -1.6% |
| 7D | -3.2% | +3.1% | -6.2% | -4.1% |
| 30D | +2.2% | +11.0% | -8.8% | -1.0% |
| 3M | -3.7% | +2.1% | -5.7% | -4.0% |
| 6M | -7.4% | +1.7% | -9.2% | -8.3% |
| YTD | -54.9% | +4.9% | -59.8% | -56.3% |
| 1Y | -54.9% | +4.8% | -59.7% | -56.4% |
| 3Y | -61.9% | +25.9% | -87.8% | -66.8% |
| 5Y | -63.1% | +66.0% | -129.1% | -71.7% |
| 10Y | +65.1% | +508.5% | -443.4% | -24.0% |
| All | +65.1% | +506.3% | -441.2% | -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