+77.1%
CDNS vs DKS
+26.5%
+50.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.7% |
| 7D | +1.0% | +6.3% | -5.3% | -0.3% |
| 30D | -2.0% | +9.3% | -11.3% | -4.0% |
| 3M | -0.2% | -25.3% | +25.1% | +4.1% |
| 6M | -8.9% | -29.2% | +20.3% | -4.3% |
| YTD | +3.3% | -22.7% | +26.1% | +5.5% |
| 1Y | +2.2% | -30.1% | +32.3% | +7.1% |
| 3Y | +22.4% | +45.6% | -23.3% | +3.3% |
| All | +77.1% | +26.5% | +50.7% | +35.5% |
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