+5.1%
DHR vs CLS
+47.9%
-42.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | -3.9% | +4.6% | -8.5% | -3.8% |
| 30D | +4.0% | -13.9% | +17.9% | +3.7% |
| 3M | +11.5% | -26.6% | +38.1% | +11.9% |
| 6M | +1.9% | +15.4% | -13.6% | +0.8% |
| YTD | -8.9% | +5.7% | -14.6% | -9.8% |
| 1Y | +5.1% | +41.1% | -36.0% | +3.7% |
| All | +5.1% | +47.9% | -42.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling