+25,084.7%
DHR vs CPRT
+22,534.7%
+2,550.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | +3.7% | +21.2% | -17.5% | -0.2% |
| 3M | +14.5% | +8.3% | +6.2% | +12.3% |
| 6M | +40.9% | -3.4% | +44.3% | +41.1% |
| YTD | +2.4% | -18.7% | +21.1% | +5.8% |
| 1Y | +6.1% | -23.5% | +29.6% | +10.9% |
| 3Y | +21.0% | -34.2% | +55.2% | +29.5% |
| 5Y | -11.4% | -18.2% | +6.8% | -9.4% |
| 10Y | +241.8% | +370.9% | -129.1% | +162.0% |
| All | +25,084.7% | +22,534.7% | +2,550.1% | +13,099.1% |
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 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