+3.3%
DHR vs CAI
-26.7%
+30.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -3.6% | -2.9% | -0.7% | -3.2% |
| 30D | -2.7% | +9.3% | -12.1% | -4.2% |
| 3M | +10.9% | +35.2% | -24.3% | +5.6% |
| 6M | +3.0% | +30.7% | -27.7% | -2.6% |
| YTD | -12.2% | -9.8% | -2.4% | -14.7% |
| 1Y | +3.3% | -28.9% | +32.2% | +4.9% |
| All | +3.3% | -26.7% | +30.0% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling