+394.0%
CAH vs DKS
+13.6%
+380.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -5.1% | -3.0% | -2.1% | -5.0% |
| 30D | +0.2% | -33.4% | +33.5% | +2.0% |
| 3M | +6.3% | -39.4% | +45.7% | +8.8% |
| 6M | +9.4% | -30.1% | +39.5% | +10.8% |
| YTD | +15.0% | -31.0% | +45.9% | +16.4% |
| 1Y | +55.4% | -40.2% | +95.6% | +58.7% |
| 3Y | +173.8% | +30.9% | +142.9% | +154.0% |
| All | +394.0% | +13.6% | +380.3% | +354.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling