+5.1%
DHR vs CRL
+78.8%
-73.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | -3.9% | -1.0% | -2.9% | -3.5% |
| 30D | +4.0% | +10.7% | -6.6% | +0.1% |
| 3M | +11.5% | +55.3% | -43.8% | -6.0% |
| 6M | +1.9% | +60.7% | -58.8% | -15.7% |
| YTD | -8.9% | +44.6% | -53.5% | -21.1% |
| 1Y | +5.1% | +77.7% | -72.6% | -20.0% |
| All | +5.1% | +78.8% | -73.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling