-29.8%
DHR vs CLBK
+41.8%
-71.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -5.0% | -1.4% | -3.6% | -4.7% |
| 30D | -3.3% | +4.5% | -7.9% | -4.3% |
| 3M | +9.4% | +22.8% | -13.4% | +4.4% |
| 6M | +3.2% | +43.4% | -40.3% | -5.0% |
| YTD | -12.0% | +64.1% | -76.1% | -21.4% |
| 1Y | +4.9% | +67.6% | -62.7% | -7.0% |
| 3Y | -7.4% | +53.3% | -60.6% | -17.7% |
| 5Y | -29.8% | +44.8% | -74.6% | -33.9% |
| All | -29.8% | +41.8% | -71.6% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling