-5.2%
DHR vs CPRT
-27.3%
+22.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | 0.0% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +0.2% | +9.9% | -9.7% | -3.2% |
| 3M | +12.1% | +5.6% | +6.4% | +9.4% |
| 6M | +5.4% | -13.6% | +19.0% | +10.1% |
| YTD | -10.0% | -16.7% | +6.8% | -5.0% |
| 1Y | +4.1% | -33.1% | +37.2% | +18.4% |
| 3Y | -5.2% | -27.1% | +21.9% | +3.8% |
| All | -5.2% | -27.3% | +22.1% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling