+248.5%
DHR vs CME
+305.5%
-57.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.6% | +2.7% | -0.1% | +1.8% |
| 30D | +4.2% | +13.5% | -9.3% | +0.3% |
| 3M | +13.0% | +20.9% | -7.9% | +6.5% |
| 6M | +40.2% | +11.5% | +28.7% | +34.9% |
| YTD | +2.0% | +19.5% | -17.4% | -4.3% |
| 1Y | +6.6% | +17.2% | -10.6% | +0.5% |
| 3Y | +19.9% | +65.1% | -45.2% | -1.3% |
| 5Y | -11.7% | +73.1% | -84.9% | -29.2% |
| All | +248.5% | +305.5% | -57.1% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling