+248.5%
DHR vs CPRT
+370.9%
-122.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +2.6% | -1.5% | +4.0% | +3.2% |
| 30D | +4.2% | +21.4% | -17.2% | -3.8% |
| 3M | +13.0% | +10.4% | +2.6% | +7.7% |
| 6M | +40.2% | -4.3% | +44.5% | +40.9% |
| YTD | +2.0% | -18.3% | +20.3% | +8.9% |
| 1Y | +6.6% | -22.5% | +29.1% | +16.2% |
| 3Y | +19.9% | -34.3% | +54.3% | +37.4% |
| 5Y | -11.7% | -17.8% | +6.0% | -10.6% |
| All | +248.5% | +370.9% | -122.5% | +107.0% |
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