+1.5%
DHI vs CRBG
+24.1%
-22.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -6.1% | -0.3% | -5.7% | -6.1% |
| 30D | +9.8% | +4.5% | +5.4% | +8.4% |
| 3M | -2.2% | +9.0% | -11.1% | -4.7% |
| 6M | +2.0% | +39.3% | -37.3% | -8.3% |
| YTD | +3.3% | +22.9% | -19.6% | -4.4% |
| 1Y | +1.5% | +24.4% | -22.9% | -7.1% |
| All | +1.5% | +24.1% | -22.6% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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