+5.1%
DHR vs CPNG
-45.9%
+51.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -3.9% | -7.4% | +3.6% | -3.3% |
| 30D | +4.0% | -4.4% | +8.4% | +4.3% |
| 3M | +11.5% | -7.5% | +19.0% | +11.8% |
| 6M | +1.9% | -19.9% | +21.8% | +2.6% |
| YTD | -8.9% | -35.2% | +26.3% | -8.3% |
| 1Y | +5.1% | -46.8% | +51.9% | +6.8% |
| All | +5.1% | -45.9% | +51.0% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling