+404.6%
DHI vs CRL
+256.1%
+148.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | -3.4% | -3.5% | +0.1% | -2.0% |
| 30D | -5.4% | -2.1% | -3.3% | -4.7% |
| 3M | -10.4% | +48.0% | -58.4% | -23.7% |
| 6M | -2.8% | +64.7% | -67.5% | -21.8% |
| YTD | -3.4% | +39.5% | -42.9% | -17.8% |
| 1Y | -22.9% | +74.2% | -97.1% | -40.5% |
| 3Y | +20.7% | +39.4% | -18.7% | -4.6% |
| 5Y | +62.1% | -36.9% | +99.0% | +80.5% |
| All | +404.6% | +256.1% | +148.5% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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