-27.9%
DHR vs CCL
+1.3%
-29.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | -2.4% | -4.4% | +2.0% | -1.8% |
| 30D | -2.2% | -18.2% | +16.0% | +0.7% |
| 3M | +9.0% | -17.7% | +26.7% | +11.7% |
| 6M | +3.5% | -13.0% | +16.5% | +4.8% |
| YTD | -10.1% | -24.5% | +14.3% | -7.4% |
| 1Y | +6.2% | -26.9% | +33.1% | +9.6% |
| 3Y | -5.4% | +50.8% | -56.1% | -13.8% |
| 5Y | -27.9% | -0.9% | -27.0% | -39.6% |
| All | -27.9% | +1.3% | -29.2% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling