+20.7%
DHI vs CFG
+186.7%
-166.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -5.4% | -4.6% | -0.8% | -3.8% |
| 3M | -10.4% | +6.7% | -17.1% | -12.7% |
| 6M | -2.8% | +22.1% | -24.9% | -9.8% |
| YTD | -3.4% | +23.2% | -26.6% | -11.1% |
| 1Y | -22.9% | +40.3% | -63.2% | -32.3% |
| 3Y | +20.7% | +187.9% | -167.2% | -23.8% |
| All | +20.7% | +186.7% | -166.0% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling