+8.4%
DHR vs CPNG
-76.7%
+85.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +2.0% | -0.7% |
| 7D | -0.8% | -6.3% | +5.4% | 0.0% |
| 30D | +0.2% | -8.7% | +9.0% | +1.5% |
| 3M | +12.1% | -2.4% | +14.5% | +12.0% |
| 6M | +5.4% | -22.3% | +27.8% | +8.1% |
| YTD | -10.0% | -37.2% | +27.2% | -5.1% |
| 1Y | +4.1% | -53.0% | +57.1% | +14.0% |
| 3Y | -5.2% | -20.0% | +14.8% | -5.3% |
| 5Y | -28.2% | -52.8% | +24.5% | -29.5% |
| All | +8.4% | -76.7% | +85.1% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling