+67.2%
CAH vs DKS
-32.3%
+99.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.6% |
| 7D | +5.4% | +3.0% | +2.4% | +5.5% |
| 30D | +3.3% | -30.5% | +33.9% | +2.3% |
| 3M | +22.8% | -35.7% | +58.5% | +21.2% |
| 6M | +11.3% | -29.7% | +41.0% | +10.5% |
| YTD | +21.1% | -28.9% | +50.0% | +20.3% |
| 1Y | +67.2% | -35.9% | +103.1% | +65.7% |
| All | +67.2% | -32.3% | +99.5% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling