+9,087.9%
DHR vs CNI
+6,494.7%
+2,593.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -2.2% | -2.1% | 0.0% | -1.2% |
| 3M | +9.0% | +1.8% | +7.1% | +8.1% |
| 6M | +3.5% | +14.8% | -11.3% | -3.0% |
| YTD | -10.1% | +25.4% | -35.5% | -19.3% |
| 1Y | +6.2% | +32.9% | -26.7% | -7.3% |
| 3Y | -5.4% | +20.2% | -25.5% | -14.2% |
| 5Y | -27.9% | +12.2% | -40.0% | -33.0% |
| 10Y | +215.7% | +136.0% | +79.7% | +104.8% |
| All | +9,087.9% | +6,494.7% | +2,593.3% | +1,578.0% |
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