+645.7%
DHI vs CFG
+390.8%
+254.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | -2.0% | +2.7% | -4.7% | -3.0% |
| 30D | -8.3% | -3.7% | -4.6% | -7.2% |
| 3M | -3.7% | +9.5% | -13.2% | -6.8% |
| 6M | -5.4% | +22.2% | -27.6% | -11.9% |
| YTD | -3.0% | +22.3% | -25.3% | -10.0% |
| 1Y | -23.8% | +39.4% | -63.3% | -32.7% |
| 3Y | +21.8% | +188.5% | -166.7% | -19.1% |
| 5Y | +59.6% | +101.5% | -41.9% | +17.1% |
| 10Y | +391.2% | +308.6% | +82.6% | +132.6% |
| All | +645.7% | +390.8% | +254.9% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling