+22,304.1%
DHR vs CPRT
+23,878.7%
-1,574.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.9% | +2.2% | -6.1% | -4.3% |
| 30D | +4.0% | +16.6% | -12.6% | +0.9% |
| 3M | +11.5% | +9.6% | +1.9% | +9.3% |
| 6M | +1.9% | -11.1% | +13.0% | +3.9% |
| YTD | -8.9% | -13.9% | +5.0% | -6.6% |
| 1Y | +5.1% | -32.5% | +37.6% | +12.7% |
| 3Y | -10.3% | -25.0% | +14.7% | -6.1% |
| 5Y | -27.8% | -7.4% | -20.4% | -27.6% |
| 10Y | +203.6% | +422.0% | -218.4% | +129.3% |
| All | +22,304.1% | +23,878.7% | -1,574.5% | +11,547.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling