+138.0%
DHR vs CLBK
+66.9%
+71.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.8% | +1.1% | -2.0% | -1.1% |
| 30D | +0.2% | +7.8% | -7.5% | -1.6% |
| 3M | +12.1% | +23.9% | -11.8% | +6.2% |
| 6M | +5.4% | +42.3% | -36.9% | -3.4% |
| YTD | -10.0% | +65.4% | -75.4% | -20.6% |
| 1Y | +4.1% | +70.3% | -66.2% | -9.1% |
| 3Y | -5.2% | +54.5% | -59.6% | -16.8% |
| 5Y | -28.2% | +43.1% | -71.3% | -37.3% |
| All | +138.0% | +66.9% | +71.1% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling