+5,128.1%
DHI vs CRL
+1,300.0%
+3,828.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.7% |
| 7D | -6.1% | -6.9% | +0.8% | -3.6% |
| 30D | -10.1% | -3.2% | -6.9% | -9.1% |
| 3M | -7.3% | +46.5% | -53.9% | -19.9% |
| 6M | -6.1% | +63.1% | -69.2% | -23.0% |
| YTD | -5.0% | +36.9% | -41.9% | -17.7% |
| 1Y | -22.1% | +78.1% | -100.2% | -39.1% |
| 3Y | +19.2% | +36.7% | -17.4% | -3.4% |
| 5Y | +59.4% | -38.1% | +97.5% | +68.7% |
| 10Y | +401.8% | +246.6% | +155.2% | +175.2% |
| All | +5,128.1% | +1,300.0% | +3,828.1% | +2,028.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling