-9.5%
DHR vs CPRT
-16.1%
+6.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +2.6% | +4.0% | -1.4% | +0.9% |
| 30D | +7.4% | +18.2% | -10.8% | -0.3% |
| 3M | +13.0% | +9.2% | +3.8% | +7.8% |
| 6M | +38.5% | -4.8% | +43.3% | +39.9% |
| YTD | +3.8% | -17.5% | +21.3% | +11.3% |
| 1Y | +12.6% | -22.0% | +34.6% | +23.9% |
| 3Y | +22.0% | -33.7% | +55.7% | +40.4% |
| 5Y | -9.5% | -15.0% | +5.4% | -18.0% |
| All | -9.5% | -16.1% | +6.5% | -18.0% |
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 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