-9.5%
DHR vs CPB
-33.2%
+23.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +2.6% | +2.9% | -0.3% | +2.0% |
| 30D | +7.4% | +17.6% | -10.2% | +4.0% |
| 3M | +13.0% | +2.0% | +10.9% | +12.2% |
| 6M | +38.5% | +11.6% | +26.8% | +34.8% |
| YTD | +3.8% | -13.8% | +17.5% | +6.1% |
| 1Y | +12.6% | -21.6% | +34.2% | +17.3% |
| 3Y | +22.0% | -35.8% | +57.8% | +31.3% |
| 5Y | -9.5% | -33.3% | +23.7% | -2.1% |
| All | -9.5% | -33.2% | +23.6% | -2.1% |
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