-63.2%
CSGP vs DHI
+73.2%
-136.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.4% | -1.3% | -3.4% |
| 7D | +1.3% | +4.3% | -3.0% | -0.3% |
| 30D | +10.7% | +14.3% | -3.6% | +5.9% |
| 3M | +3.3% | +4.3% | -1.0% | +1.9% |
| 6M | -10.3% | +2.7% | -13.0% | -11.6% |
| YTD | -54.6% | +6.7% | -61.2% | -56.4% |
| 1Y | -54.6% | +6.1% | -60.8% | -56.5% |
| 3Y | -60.3% | +33.5% | -93.8% | -67.7% |
| All | -63.2% | +73.2% | -136.4% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling