-1.1%
CDNS vs DKS
-29.5%
+28.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -5.9% | +1.8% |
| 7D | -3.8% | +8.4% | -12.2% | -3.7% |
| 30D | -6.8% | +7.7% | -14.4% | -6.8% |
| 3M | -3.3% | -25.8% | +22.5% | -3.0% |
| 6M | -5.7% | -31.0% | +25.3% | -5.3% |
| YTD | +5.4% | -23.8% | +29.2% | +3.1% |
| 1Y | -1.1% | -29.8% | +28.7% | -1.4% |
| All | -1.1% | -29.5% | +28.4% | -1.4% |
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