+20.7%
DHI vs CLBK
+52.2%
-31.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.4% | -1.5% | -2.0% | -2.9% |
| 30D | -5.4% | -1.0% | -4.4% | -5.2% |
| 3M | -10.4% | +22.9% | -33.4% | -17.3% |
| 6M | -2.8% | +44.2% | -47.0% | -15.3% |
| YTD | -3.4% | +64.0% | -67.4% | -20.0% |
| 1Y | -22.9% | +65.7% | -88.6% | -36.5% |
| 3Y | +20.7% | +54.1% | -33.4% | -2.8% |
| All | +20.7% | +52.2% | -31.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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