+132.1%
DHR vs CLBK
+65.5%
+66.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -1.5% | -2.2% | -3.3% |
| 30D | -2.7% | -1.0% | -1.7% | -2.5% |
| 3M | +10.9% | +22.9% | -12.0% | +5.4% |
| 6M | +3.0% | +44.2% | -41.2% | -5.9% |
| YTD | -12.2% | +64.0% | -76.2% | -22.4% |
| 1Y | +3.3% | +65.7% | -62.4% | -9.2% |
| 3Y | -8.2% | +54.1% | -62.3% | -19.4% |
| 5Y | -29.9% | +44.7% | -74.6% | -39.0% |
| All | +132.1% | +65.5% | +66.7% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling