+105.2%
CNH vs DKS
+226.4%
-121.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | +3.0% | +6.3% | -3.3% | +1.5% |
| 30D | -0.6% | +9.3% | -9.9% | -3.0% |
| 3M | +14.6% | -25.3% | +39.9% | +21.2% |
| 6M | +11.8% | -29.2% | +40.9% | +19.3% |
| YTD | +30.4% | -22.7% | +53.2% | +35.8% |
| 1Y | +19.1% | -30.1% | +49.2% | +27.2% |
| 3Y | +30.2% | +45.6% | -15.5% | +11.6% |
| 5Y | -17.8% | +28.5% | -46.3% | -30.8% |
| All | +105.2% | +226.4% | -121.2% | +16.9% |
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