-9.1%
DHR vs CFG
+68.3%
-77.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.2% |
| 7D | +3.1% | +0.3% | +2.9% | +3.1% |
| 30D | +7.0% | +3.2% | +3.7% | +6.0% |
| 3M | +15.0% | -9.7% | +24.7% | +18.4% |
| 6M | +37.9% | +3.6% | +34.3% | +35.7% |
| YTD | +3.3% | +14.7% | -11.4% | -1.7% |
| 1Y | +12.8% | +29.6% | -16.7% | +3.4% |
| 3Y | +22.4% | +190.6% | -168.2% | -13.2% |
| 5Y | -9.1% | +67.1% | -76.1% | -25.4% |
| All | -9.1% | +68.3% | -77.4% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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