+5,626.1%
DHR vs CLS
+3,265.4%
+2,360.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -3.9% | +4.6% | -8.5% | -4.7% |
| 30D | +4.0% | -13.9% | +17.9% | +5.9% |
| 3M | +11.5% | -26.6% | +38.1% | +14.9% |
| 6M | +1.9% | +15.4% | -13.6% | -3.9% |
| YTD | -8.9% | +5.7% | -14.6% | -13.6% |
| 1Y | +5.1% | +41.1% | -36.0% | -6.8% |
| 3Y | -10.3% | +1,228.6% | -1,238.9% | -50.6% |
| 5Y | -27.8% | +3,240.6% | -3,268.4% | -67.3% |
| 10Y | +203.6% | +2,760.3% | -2,556.7% | +31.5% |
| All | +5,626.1% | +3,265.4% | +2,360.7% | +1,329.7% |
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 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