+20.7%
DHI vs CRL
+38.6%
-17.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | -3.4% | -3.5% | +0.1% | -2.5% |
| 30D | -5.4% | -2.1% | -3.3% | -4.9% |
| 3M | -10.4% | +48.0% | -58.4% | -19.7% |
| 6M | -2.8% | +64.7% | -67.5% | -16.1% |
| YTD | -3.4% | +39.5% | -42.9% | -13.1% |
| 1Y | -22.9% | +74.2% | -97.1% | -35.2% |
| 3Y | +20.7% | +39.4% | -18.7% | +5.0% |
| All | +20.7% | +38.6% | -17.9% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling