+6,885.5%
DHI vs CNI
+6,516.9%
+368.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | -3.4% | -0.4% | -3.0% | -3.1% |
| 30D | -5.4% | -2.7% | -2.7% | -3.7% |
| 3M | -10.4% | +3.9% | -14.4% | -12.9% |
| 6M | -2.8% | +16.4% | -19.1% | -12.7% |
| YTD | -3.4% | +25.8% | -29.2% | -18.0% |
| 1Y | -22.9% | +32.4% | -55.3% | -36.9% |
| 3Y | +20.7% | +19.1% | +1.6% | +4.8% |
| 5Y | +62.1% | +13.6% | +48.6% | +43.5% |
| 10Y | +410.4% | +136.8% | +273.6% | +161.6% |
| All | +6,885.5% | +6,516.9% | +368.6% | +507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 all: compounded portfolio wealth divided by compounded CNI 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…
all analysis · Full analysis span regression · 6 months rolling