+3,264.4%
CSGP vs DHI
+3,399.2%
-134.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -4.1% | -3.1% | -0.9% | -3.2% |
| 30D | +2.3% | -5.5% | +7.8% | +4.0% |
| 3M | -8.2% | -2.2% | -6.0% | -7.8% |
| 6M | -35.1% | -6.0% | -29.1% | -34.5% |
| YTD | -54.0% | 0.0% | -54.0% | -54.6% |
| 1Y | -65.3% | -18.2% | -47.1% | -63.9% |
| 3Y | -62.6% | +22.5% | -85.1% | -66.1% |
| 5Y | -64.8% | +58.4% | -123.2% | -70.7% |
| 10Y | +45.1% | +405.2% | -360.1% | -16.4% |
| All | +3,264.4% | +3,399.2% | -134.8% | +696.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling