+12,501.5%
DHI vs CRS
+8,377.5%
+4,124.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | -3.4% | -6.8% | +3.4% | -1.1% |
| 30D | -5.4% | -16.1% | +10.7% | +0.1% |
| 3M | -10.4% | -21.2% | +10.7% | -3.7% |
| 6M | -2.8% | +8.7% | -11.5% | -6.9% |
| YTD | -3.4% | +41.0% | -44.4% | -16.1% |
| 1Y | -22.9% | +82.7% | -105.6% | -39.8% |
| 3Y | +20.7% | +604.8% | -584.1% | -45.8% |
| 5Y | +62.1% | +1,384.7% | -1,322.6% | -47.8% |
| 10Y | +410.4% | +1,362.3% | -951.9% | +33.5% |
| All | +12,501.5% | +8,377.5% | +4,124.0% | +1,512.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling