+204.4%
DHR vs CNP
+137.1%
+67.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.6% |
| 7D | -5.0% | -2.2% | -2.8% | -4.4% |
| 30D | -3.3% | -2.1% | -1.3% | -2.8% |
| 3M | +9.4% | -7.9% | +17.4% | +12.1% |
| 6M | +3.2% | -8.3% | +11.5% | +5.6% |
| YTD | -12.0% | +3.8% | -15.8% | -13.4% |
| 1Y | +4.9% | +5.9% | -1.0% | +2.4% |
| 3Y | -7.4% | +49.3% | -56.6% | -19.5% |
| 5Y | -29.8% | +69.3% | -99.0% | -41.2% |
| All | +204.4% | +137.1% | +67.3% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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