+41.9%
DHR vs CLS
-35.2%
+77.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.8% | +0.1% |
| 7D | +0.2% | +2.8% | -2.6% | +0.3% |
| 30D | +6.4% | -30.1% | +36.5% | +3.4% |
| 3M | +13.6% | -21.7% | +35.4% | +12.2% |
| 6M | +41.9% | -36.2% | +78.1% | +40.1% |
| All | +41.9% | -35.2% | +77.0% | +40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling