+3,225.2%
CSGP vs DHI
+3,632.8%
-407.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.4% | -1.3% | -3.7% |
| 7D | +1.3% | +4.3% | -3.0% | +0.1% |
| 30D | +10.7% | +14.3% | -3.6% | +6.9% |
| 3M | +3.3% | +4.3% | -1.0% | +2.3% |
| 6M | -10.3% | +2.7% | -13.0% | -11.2% |
| YTD | -54.6% | +6.7% | -61.2% | -55.9% |
| 1Y | -54.6% | +6.1% | -60.8% | -56.0% |
| 3Y | -60.3% | +33.5% | -93.8% | -64.8% |
| 5Y | -63.3% | +73.4% | -136.7% | -70.2% |
| 10Y | +66.5% | +492.5% | -426.0% | -8.0% |
| All | +3,225.2% | +3,632.8% | -407.6% | +674.2% |
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