-27.9%
DHR vs CLS
+3,586.2%
-3,614.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -2.4% | +20.1% | -22.5% | -3.7% |
| 30D | -2.2% | +6.0% | -8.2% | -2.7% |
| 3M | +9.0% | -10.3% | +19.2% | +9.1% |
| 6M | +3.5% | +24.5% | -21.0% | -0.6% |
| YTD | -10.1% | +12.9% | -23.0% | -13.3% |
| 1Y | +6.2% | +36.7% | -30.5% | -0.8% |
| 3Y | -5.4% | +1,328.1% | -1,333.4% | -43.0% |
| 5Y | -27.9% | +3,682.3% | -3,710.2% | -64.6% |
| All | -27.9% | +3,586.2% | -3,614.1% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling