+686.3%
CAH vs DKS
+5,981.0%
-5,294.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -2.0% |
| 7D | +0.5% | -0.4% | +0.9% | +0.5% |
| 30D | +1.7% | -36.6% | +38.3% | +7.9% |
| 3M | +17.9% | -37.6% | +55.5% | +25.1% |
| 6M | +10.9% | -32.1% | +43.0% | +15.7% |
| YTD | +17.9% | -32.3% | +50.2% | +22.8% |
| 1Y | +61.7% | -39.5% | +101.2% | +70.7% |
| 3Y | +183.7% | +27.7% | +156.1% | +154.6% |
| 5Y | +401.3% | +15.0% | +386.3% | +340.3% |
| 10Y | +293.7% | +192.6% | +101.1% | +165.4% |
| All | +686.3% | +5,981.0% | -5,294.7% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling