+863.2%
CDW vs DKS
+273.4%
+589.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.2% | +3.0% | +0.2% | +2.5% |
| 30D | +9.3% | -30.5% | +39.8% | +15.6% |
| 3M | +9.8% | -35.7% | +45.5% | +17.8% |
| 6M | +23.3% | -29.7% | +53.0% | +28.4% |
| YTD | +13.7% | -28.9% | +42.5% | +17.9% |
| 1Y | -6.5% | -35.9% | +29.4% | -1.0% |
| 3Y | -25.2% | +28.2% | -53.4% | -34.1% |
| 5Y | -19.5% | +11.8% | -31.3% | -30.3% |
| 10Y | +285.8% | +211.6% | +74.2% | +133.4% |
| All | +863.2% | +273.4% | +589.8% | +452.0% |
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