+70.8%
CDNS vs DKS
+12.8%
+57.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -6.5% | -4.7% | -1.8% | -5.6% |
| 30D | -13.0% | -35.1% | +22.1% | -6.1% |
| 3M | -26.0% | -37.7% | +11.7% | -19.6% |
| 6M | -2.8% | -30.7% | +27.9% | +2.1% |
| YTD | -8.8% | -31.9% | +23.1% | -4.0% |
| 1Y | -15.8% | -40.0% | +24.2% | -8.7% |
| 3Y | +19.7% | +28.4% | -8.7% | +4.0% |
| 5Y | +70.8% | +12.4% | +58.3% | +37.2% |
| All | +70.8% | +12.8% | +57.9% | +37.2% |
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