+78.8%
CNQ vs DHI
+21.1%
+57.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | +0.1% | -3.4% | +3.5% | +0.2% |
| 30D | +6.2% | -5.4% | +11.6% | +6.3% |
| 3M | +12.4% | -10.4% | +22.8% | +12.7% |
| 6M | +9.0% | -2.8% | +11.8% | +8.4% |
| YTD | +52.2% | -3.4% | +55.6% | +51.2% |
| 1Y | +65.0% | -22.9% | +87.9% | +68.4% |
| 3Y | +78.8% | +20.7% | +58.2% | +65.4% |
| All | +78.8% | +21.1% | +57.8% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling