+2,605.2%
CDNS vs DKS
+6,292.4%
-3,687.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -14.0% | +3.0% | -17.0% | -14.7% |
| 30D | -13.2% | -30.5% | +17.4% | -6.4% |
| 3M | -28.9% | -35.7% | +6.8% | -22.0% |
| 6M | -4.2% | -29.7% | +25.5% | +1.9% |
| YTD | -6.4% | -28.9% | +22.5% | -1.1% |
| 1Y | -16.2% | -35.9% | +19.7% | -9.2% |
| 3Y | +20.2% | +28.2% | -8.0% | +3.1% |
| 5Y | +76.6% | +11.8% | +64.8% | +49.0% |
| 10Y | +1,029.7% | +211.6% | +818.1% | +500.4% |
| All | +2,605.2% | +6,292.4% | -3,687.3% | +680.2% |
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 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