+21.0%
DHR vs CRL
+97.9%
-76.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +3.7% | +11.9% | -8.2% | -0.8% |
| 3M | +14.5% | +20.2% | -5.7% | +6.8% |
| 6M | +40.9% | +107.5% | -66.6% | +8.7% |
| YTD | +2.4% | +69.4% | -67.0% | -16.3% |
| 1Y | +6.1% | +99.7% | -93.6% | -18.1% |
| 3Y | +21.0% | +98.8% | -77.8% | -17.1% |
| All | +21.0% | +97.9% | -76.9% | -17.1% |
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