+404.6%
DHI vs CRS
+1,392.1%
-987.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | -3.4% | -6.8% | +3.4% | -1.8% |
| 30D | -5.4% | -16.1% | +10.7% | -1.5% |
| 3M | -10.4% | -21.2% | +10.7% | -5.7% |
| 6M | -2.8% | +8.7% | -11.5% | -5.6% |
| YTD | -3.4% | +41.0% | -44.4% | -12.3% |
| 1Y | -22.9% | +82.7% | -105.6% | -35.1% |
| 3Y | +20.7% | +604.8% | -584.1% | -32.5% |
| 5Y | +62.1% | +1,384.7% | -1,322.6% | -29.1% |
| All | +404.6% | +1,392.1% | -987.5% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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