+12,501.5%
DHI vs CAG
+368.4%
+12,133.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -3.4% | -5.7% | +2.3% | -1.4% |
| 30D | -5.4% | -2.4% | -3.0% | -4.7% |
| 3M | -10.4% | +9.8% | -20.2% | -13.6% |
| 6M | -2.8% | -10.8% | +8.1% | +0.5% |
| YTD | -3.4% | -10.8% | +7.4% | -0.4% |
| 1Y | -22.9% | -19.0% | -4.0% | -17.9% |
| 3Y | +20.7% | -39.7% | +60.4% | +40.3% |
| 5Y | +62.1% | -43.0% | +105.1% | +90.0% |
| 10Y | +410.4% | -36.0% | +446.5% | +440.8% |
| All | +12,501.5% | +368.4% | +12,133.1% | +8,860.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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