-28.2%
DHR vs CPB
-38.5%
+10.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.5% |
| 7D | -0.8% | -8.2% | +7.4% | +0.8% |
| 30D | +0.2% | -5.6% | +5.8% | +1.2% |
| 3M | +12.1% | +3.0% | +9.1% | +11.0% |
| 6M | +5.4% | -12.7% | +18.1% | +7.7% |
| YTD | -10.0% | -18.0% | +8.0% | -7.0% |
| 1Y | +4.1% | -31.7% | +35.8% | +11.6% |
| 3Y | -5.2% | -41.0% | +35.8% | +3.5% |
| 5Y | -28.2% | -38.4% | +10.2% | -22.9% |
| All | -28.2% | -38.5% | +10.3% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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