+269.4%
CDW vs DKS
+197.0%
+72.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -4.2% | -2.9% | -1.3% | -3.6% |
| 30D | +4.9% | -37.7% | +42.6% | +13.9% |
| 3M | +7.3% | -38.9% | +46.2% | +16.6% |
| 6M | +19.2% | -31.1% | +50.3% | +24.6% |
| YTD | +6.2% | -31.8% | +38.0% | +11.2% |
| 1Y | -14.0% | -38.0% | +24.0% | -8.2% |
| 3Y | -30.0% | +28.6% | -58.6% | -38.8% |
| 5Y | -23.6% | +12.5% | -36.1% | -34.5% |
| 10Y | +269.4% | +198.3% | +71.0% | +118.6% |
| All | +269.4% | +197.0% | +72.4% | +118.6% |
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