+242.7%
DHI vs CLBK
+65.6%
+177.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -6.1% | -1.4% | -4.8% | -5.6% |
| 30D | -10.1% | +4.5% | -14.6% | -11.8% |
| 3M | -7.3% | +22.8% | -30.1% | -14.7% |
| 6M | -6.1% | +43.4% | -49.6% | -18.6% |
| YTD | -5.0% | +64.1% | -69.1% | -22.2% |
| 1Y | -22.1% | +67.6% | -89.7% | -36.7% |
| 3Y | +19.2% | +53.3% | -34.0% | -2.7% |
| 5Y | +59.4% | +44.8% | +14.6% | +22.8% |
| All | +242.7% | +65.6% | +177.1% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling