-27.9%
DHR vs CRL
-37.6%
+9.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.4% | -4.6% | +2.2% | -0.7% |
| 30D | -2.2% | +0.5% | -2.6% | -2.3% |
| 3M | +9.0% | +46.6% | -37.7% | -6.0% |
| 6M | +3.5% | +57.3% | -53.8% | -13.8% |
| YTD | -10.1% | +39.5% | -49.7% | -22.1% |
| 1Y | +6.2% | +76.9% | -70.7% | -16.3% |
| 3Y | -5.4% | +39.4% | -44.7% | -23.0% |
| 5Y | -27.9% | -37.2% | +9.3% | -22.8% |
| All | -27.9% | -37.6% | +9.7% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling