+6,400.1%
DHR vs CLS
+2,517.3%
+3,882.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.8% | -1.7% |
| 7D | +0.2% | +2.8% | -2.6% | -0.4% |
| 30D | +6.4% | -30.1% | +36.5% | +11.6% |
| 3M | +13.6% | -21.7% | +35.4% | +16.3% |
| 6M | +41.9% | -36.2% | +78.1% | +46.8% |
| YTD | +3.4% | -17.8% | +21.2% | +0.8% |
| 1Y | +9.9% | -26.8% | +36.7% | +8.2% |
| 3Y | +21.6% | +853.4% | -831.8% | -30.0% |
| 5Y | -10.6% | +2,005.0% | -2,015.6% | -56.5% |
| 10Y | +245.2% | +1,929.4% | -1,684.2% | +56.5% |
| All | +6,400.1% | +2,517.3% | +3,882.7% | +1,568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling