-5.2%
DHR vs CCL
+55.0%
-60.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +0.2% | -20.0% | +20.2% | +4.3% |
| 3M | +12.1% | -13.7% | +25.7% | +14.5% |
| 6M | +5.4% | -9.0% | +14.4% | +6.1% |
| YTD | -10.0% | -22.8% | +12.8% | -7.0% |
| 1Y | +4.1% | -25.3% | +29.4% | +7.7% |
| 3Y | -5.2% | +54.1% | -59.3% | -21.7% |
| All | -5.2% | +55.0% | -60.2% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 3y: compounded portfolio wealth divided by compounded CCL 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…
3y analysis · Full analysis span regression · 6 months rolling