+331.5%
CDW vs DKS
+237.0%
+94.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | +13.1% | +9.4% | +3.7% | +11.1% |
| 30D | +19.1% | +9.8% | +9.4% | +16.9% |
| 3M | +24.7% | -29.3% | +54.0% | +31.8% |
| 6M | +63.4% | -32.6% | +95.9% | +73.2% |
| YTD | +26.3% | -22.6% | +48.9% | +28.7% |
| 1Y | +20.6% | -29.8% | +50.4% | +25.6% |
| 3Y | -16.3% | +43.2% | -59.5% | -28.4% |
| 5Y | -3.9% | +29.8% | -33.7% | -20.0% |
| 10Y | +331.5% | +236.7% | +94.8% | +148.1% |
| All | +331.5% | +237.0% | +94.5% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling