+61,719.2%
DHR vs CAG
+578.5%
+61,140.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | +1.2% | -3.3% | +4.5% | +2.0% |
| 30D | +3.7% | +7.7% | -4.0% | +1.7% |
| 3M | +14.5% | -3.2% | +17.7% | +14.9% |
| 6M | +40.9% | +7.0% | +34.0% | +37.7% |
| YTD | +2.4% | -9.0% | +11.4% | +3.4% |
| 1Y | +6.1% | -9.6% | +15.7% | +7.3% |
| 3Y | +21.0% | -36.0% | +57.0% | +31.3% |
| 5Y | -11.4% | -40.9% | +29.4% | -3.0% |
| 10Y | +241.8% | -37.3% | +279.1% | +254.9% |
| All | +61,719.2% | +578.5% | +61,140.7% | +31,659.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling