-28.0%
DHR vs CNI
+12.6%
-40.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | -2.7% | -2.7% | 0.0% | -1.3% |
| 3M | +10.9% | +3.9% | +7.0% | +8.8% |
| 6M | +3.0% | +16.4% | -13.3% | -5.2% |
| YTD | -12.2% | +25.8% | -38.0% | -22.8% |
| 1Y | +3.3% | +32.4% | -29.1% | -12.0% |
| 3Y | -8.2% | +19.1% | -27.3% | -18.7% |
| All | -28.0% | +12.6% | -40.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling