+53,005.7%
DHR vs CMI
+19,388.4%
+33,617.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.9% |
| 7D | -5.0% | +0.8% | -5.8% | -5.2% |
| 30D | -3.3% | -12.8% | +9.4% | +0.5% |
| 3M | +9.4% | -12.4% | +21.9% | +12.8% |
| 6M | +3.2% | -0.9% | +4.0% | +1.7% |
| YTD | -12.0% | +8.9% | -20.9% | -16.0% |
| 1Y | +4.9% | +37.7% | -32.8% | -6.9% |
| 3Y | -7.4% | +148.9% | -156.2% | -31.6% |
| 5Y | -29.8% | +164.4% | -194.1% | -49.7% |
| 10Y | +209.1% | +506.9% | -297.9% | +67.8% |
| All | +53,005.7% | +19,388.4% | +33,617.3% | +9,386.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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