+557.7%
DHR vs CFG
+396.4%
+161.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.9% | +1.5% | -5.4% | -4.2% |
| 30D | +4.0% | -3.8% | +7.8% | +4.8% |
| 3M | +11.5% | +11.5% | 0.0% | +8.8% |
| 6M | +1.9% | +19.2% | -17.3% | -2.0% |
| YTD | -8.9% | +23.7% | -32.6% | -13.1% |
| 1Y | +5.1% | +38.8% | -33.7% | -2.3% |
| 3Y | -10.3% | +178.9% | -189.2% | -28.1% |
| 5Y | -27.8% | +101.8% | -129.6% | -39.6% |
| 10Y | +203.6% | +317.3% | -113.6% | +110.9% |
| All | +557.7% | +396.4% | +161.3% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling