+415.5%
CNQ vs DHI
+414.5%
+1.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | +0.1% | -3.4% | +3.5% | +1.0% |
| 30D | +6.2% | -5.4% | +11.6% | +7.5% |
| 3M | +12.4% | -10.4% | +22.8% | +14.6% |
| 6M | +9.0% | -2.8% | +11.8% | +7.7% |
| YTD | +52.2% | -3.4% | +55.6% | +50.1% |
| 1Y | +65.0% | -22.9% | +87.9% | +72.7% |
| 3Y | +78.8% | +20.7% | +58.2% | +55.3% |
| 5Y | +286.0% | +62.1% | +223.8% | +188.2% |
| All | +415.5% | +414.5% | +1.0% | +169.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling