-10.3%
CSGP vs DHI
+1.5%
-11.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.4% | -1.3% | -2.9% |
| 7D | +1.3% | +4.3% | -3.0% | -0.9% |
| 30D | +10.7% | +14.3% | -3.6% | +4.8% |
| 3M | +3.3% | +4.3% | -1.0% | +0.4% |
| 6M | -10.3% | +2.7% | -13.0% | -12.3% |
| All | -10.3% | +1.5% | -11.8% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling