-28.2%
DHR vs CNP
+76.4%
-104.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -0.8% | +1.6% | -2.5% | -1.4% |
| 30D | +0.2% | -0.8% | +1.0% | +0.4% |
| 3M | +12.1% | -3.6% | +15.6% | +13.4% |
| 6M | +5.4% | -6.9% | +12.4% | +7.8% |
| YTD | -10.0% | +6.4% | -16.4% | -12.6% |
| 1Y | +4.1% | +9.9% | -5.9% | -0.6% |
| 3Y | -5.2% | +53.1% | -58.3% | -22.6% |
| 5Y | -28.2% | +72.0% | -100.2% | -41.4% |
| All | -28.2% | +76.4% | -104.6% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling