+985.6%
DHR vs CPAY
+1,533.9%
-548.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -5.0% | -2.7% | -2.3% | -4.2% |
| 30D | -3.3% | +0.6% | -3.9% | -3.5% |
| 3M | +9.4% | +17.0% | -7.6% | +4.4% |
| 6M | +3.2% | +24.1% | -21.0% | -3.7% |
| YTD | -12.0% | +35.7% | -47.8% | -20.6% |
| 1Y | +4.9% | +34.0% | -29.1% | -5.4% |
| 3Y | -7.4% | +50.3% | -57.6% | -20.4% |
| 5Y | -29.8% | +56.7% | -86.4% | -41.6% |
| 10Y | +209.1% | +153.9% | +55.1% | +114.4% |
| All | +985.6% | +1,533.9% | -548.3% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling