+9.8%
DHI vs CPAY
+71.2%
-61.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | -1.4% |
| 7D | +7.6% | +12.3% | -4.7% | +4.3% |
| 30D | +15.3% | +9.9% | +5.4% | +12.4% |
| 3M | +4.4% | +13.3% | -8.9% | +1.0% |
| 6M | +8.3% | +47.2% | -38.9% | -0.8% |
| YTD | +10.4% | +48.5% | -38.1% | -2.1% |
| 1Y | +9.8% | +70.8% | -61.0% | -11.5% |
| All | +9.8% | +71.2% | -61.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling