-28.0%
DHR vs CPAY
+55.3%
-83.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -2.0% | -1.7% | -3.0% |
| 30D | -2.7% | -0.4% | -2.4% | -2.7% |
| 3M | +10.9% | +16.4% | -5.4% | +5.5% |
| 6M | +3.0% | +23.5% | -20.5% | -4.3% |
| YTD | -12.2% | +35.7% | -47.9% | -21.9% |
| 1Y | +3.3% | +30.2% | -26.9% | -7.1% |
| 3Y | -8.2% | +49.7% | -57.9% | -23.4% |
| All | -28.0% | +55.3% | -83.3% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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