+994.1%
CDW vs DKS
+305.2%
+688.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | +20.4% | +8.9% | +11.5% | +18.4% |
| 3M | +28.5% | -26.4% | +54.8% | +34.4% |
| 6M | +70.6% | -31.1% | +101.7% | +79.8% |
| YTD | +29.1% | -22.8% | +51.9% | +31.6% |
| 1Y | +23.8% | -29.5% | +53.3% | +28.7% |
| 3Y | -14.5% | +42.8% | -57.3% | -26.3% |
| 5Y | -1.6% | +29.2% | -30.7% | -17.2% |
| 10Y | +322.0% | +235.0% | +87.1% | +151.4% |
| All | +994.1% | +305.2% | +688.9% | +516.2% |
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