+55.2%
CNQ vs DHI
+5.1%
+50.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | -0.4% |
| 7D | -10.0% | +3.1% | -13.1% | -9.2% |
| 30D | -2.8% | +11.0% | -13.8% | -0.6% |
| 3M | +3.0% | +2.1% | +0.9% | +3.9% |
| 6M | +10.5% | +1.7% | +8.8% | +11.7% |
| YTD | +46.6% | +4.9% | +41.8% | +48.1% |
| 1Y | +55.2% | +4.8% | +50.4% | +56.4% |
| All | +55.2% | +5.1% | +50.1% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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