+19.3%
CDW vs DKS
-30.6%
+50.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -0.6% |
| 7D | +9.3% | +6.3% | +3.0% | +9.5% |
| 30D | +14.4% | +9.3% | +5.1% | +14.7% |
| 3M | +21.4% | -25.3% | +46.7% | +17.9% |
| 6M | +72.8% | -29.2% | +102.0% | +65.5% |
| YTD | +28.0% | -22.7% | +50.8% | +20.3% |
| 1Y | +19.3% | -30.1% | +49.5% | +14.1% |
| All | +19.3% | -30.6% | +50.0% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling