-5.7%
CDW vs DKS
+27.3%
-33.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | 0.0% | +3.9% |
| 7D | +9.3% | +3.8% | +5.5% | +8.7% |
| 30D | +15.8% | +8.1% | +7.7% | +14.2% |
| 3M | +21.8% | -28.6% | +50.4% | +27.8% |
| 6M | +58.8% | -33.6% | +92.4% | +68.1% |
| YTD | +22.8% | -23.8% | +46.5% | +24.7% |
| 1Y | +17.9% | -30.7% | +48.6% | +22.5% |
| 3Y | -17.4% | +41.5% | -58.9% | -29.8% |
| 5Y | -5.7% | +23.0% | -28.8% | -27.5% |
| All | -5.7% | +27.3% | -33.0% | -27.5% |
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