-10.0%
DHR vs CAG
-41.0%
+31.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | +1.2% | -3.3% | +4.5% | +1.9% |
| 30D | +3.7% | +7.7% | -4.0% | +1.7% |
| 3M | +14.5% | -3.2% | +17.7% | +15.0% |
| 6M | +40.9% | +7.0% | +34.0% | +37.7% |
| YTD | +2.4% | -9.0% | +11.4% | +3.7% |
| 1Y | +6.1% | -9.6% | +15.7% | +7.6% |
| 3Y | +21.0% | -36.0% | +57.0% | +31.9% |
| All | -10.0% | -41.0% | +31.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling