+404.6%
DHI vs CPAY
+155.2%
+249.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.4% | -2.0% | -1.4% | -2.6% |
| 30D | -5.4% | -0.4% | -5.1% | -5.3% |
| 3M | -10.4% | +16.4% | -26.8% | -15.9% |
| 6M | -2.8% | +23.5% | -26.3% | -11.4% |
| YTD | -3.4% | +35.7% | -39.1% | -16.3% |
| 1Y | -22.9% | +30.2% | -53.1% | -32.3% |
| 3Y | +20.7% | +49.7% | -29.0% | -3.1% |
| 5Y | +62.1% | +56.6% | +5.6% | +24.4% |
| All | +404.6% | +155.2% | +249.4% | +219.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling