-6.0%
DHR vs CRL
+38.7%
-44.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.4% | -4.6% | +2.2% | -0.8% |
| 30D | -2.2% | +0.5% | -2.6% | -2.3% |
| 3M | +9.0% | +46.6% | -37.7% | -4.8% |
| 6M | +3.5% | +57.3% | -53.8% | -12.4% |
| YTD | -10.1% | +39.5% | -49.7% | -21.1% |
| 1Y | +6.2% | +76.9% | -70.7% | -14.4% |
| All | -6.0% | +38.7% | -44.7% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling