+215.7%
DHR vs CPRT
+410.9%
-195.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.5% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -2.2% | +8.2% | -10.4% | -5.4% |
| 3M | +9.0% | +2.3% | +6.7% | +7.3% |
| 6M | +3.5% | -14.7% | +18.2% | +9.6% |
| YTD | -10.1% | -18.2% | +8.0% | -3.6% |
| 1Y | +6.2% | -33.4% | +39.6% | +23.7% |
| 3Y | -5.4% | -28.3% | +23.0% | +5.0% |
| 5Y | -27.9% | -9.8% | -18.1% | -29.1% |
| 10Y | +215.7% | +412.4% | -196.6% | +80.1% |
| All | +215.7% | +410.9% | -195.2% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling