-29.8%
DHR vs CPRT
-14.1%
-15.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.4% |
| 7D | -5.0% | -8.4% | +3.5% | -1.3% |
| 30D | -3.3% | +4.6% | -7.9% | -5.5% |
| 3M | +9.4% | -1.9% | +11.4% | +9.7% |
| 6M | +3.2% | -15.3% | +18.5% | +10.2% |
| YTD | -12.0% | -21.5% | +9.4% | -3.2% |
| 1Y | +4.9% | -36.6% | +41.5% | +27.1% |
| 3Y | -7.4% | -31.2% | +23.8% | +4.3% |
| 5Y | -29.8% | -14.1% | -15.6% | -35.1% |
| All | -29.8% | -14.1% | -15.7% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling