+12,596.5%
DHI vs CPB
+268.8%
+12,327.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | -2.3% | -8.0% | +5.6% | -0.1% |
| 30D | -5.3% | -2.4% | -2.9% | -4.8% |
| 3M | -7.8% | +0.5% | -8.3% | -8.2% |
| 6M | -5.4% | -10.5% | +5.1% | -2.9% |
| YTD | -2.7% | -17.5% | +14.8% | +2.0% |
| 1Y | -21.0% | -31.0% | +10.1% | -12.9% |
| 3Y | +22.2% | -40.6% | +62.8% | +38.9% |
| 5Y | +62.2% | -37.7% | +99.9% | +79.6% |
| 10Y | +414.3% | -43.4% | +457.7% | +458.3% |
| All | +12,596.5% | +268.8% | +12,327.7% | +10,471.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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