+203.8%
DHR vs CCI
+23.6%
+180.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.1% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -2.7% | +2.2% | -5.0% | -3.6% |
| 3M | +10.9% | -16.9% | +27.8% | +18.1% |
| 6M | +3.0% | -11.5% | +14.6% | +6.7% |
| YTD | -12.2% | -12.8% | +0.6% | -9.1% |
| 1Y | +3.3% | -17.1% | +20.4% | +8.9% |
| 3Y | -8.2% | -9.6% | +1.4% | -9.2% |
| 5Y | -29.9% | -48.9% | +19.0% | -12.1% |
| All | +203.8% | +23.6% | +180.2% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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