+54,893.9%
DHR vs CL
+4,870.0%
+50,023.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -3.9% | -2.2% | -1.7% | -3.2% |
| 30D | +4.0% | -4.8% | +8.8% | +5.7% |
| 3M | +11.5% | +4.9% | +6.6% | +9.4% |
| 6M | +1.9% | -5.7% | +7.6% | +3.4% |
| YTD | -8.9% | +14.4% | -23.3% | -13.7% |
| 1Y | +5.1% | +8.7% | -3.6% | +1.1% |
| 3Y | -10.3% | +30.0% | -40.3% | -19.9% |
| 5Y | -27.8% | +28.4% | -56.2% | -35.5% |
| 10Y | +203.6% | +50.1% | +153.5% | +153.2% |
| All | +54,893.9% | +4,870.0% | +50,023.9% | +14,277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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