+404.6%
DHI vs CFG
+316.8%
+87.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -5.4% | -4.6% | -0.8% | -3.9% |
| 3M | -10.4% | +6.7% | -17.1% | -12.5% |
| 6M | -2.8% | +22.1% | -24.9% | -9.3% |
| YTD | -3.4% | +23.2% | -26.6% | -10.5% |
| 1Y | -22.9% | +40.3% | -63.2% | -31.7% |
| 3Y | +20.7% | +187.9% | -167.2% | -18.7% |
| 5Y | +62.1% | +102.0% | -39.8% | +20.3% |
| All | +404.6% | +316.8% | +87.7% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling