+106.3%
CNH vs DKS
+217.6%
-111.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.5% | -3.5% |
| 7D | +6.4% | +3.3% | +3.1% | +5.6% |
| 30D | -1.6% | +5.9% | -7.5% | -3.2% |
| 3M | +11.6% | -27.4% | +39.0% | +18.8% |
| 6M | +12.5% | -32.6% | +45.1% | +21.7% |
| YTD | +31.1% | -24.8% | +55.9% | +37.5% |
| 1Y | +17.0% | -32.8% | +49.8% | +26.4% |
| 3Y | +28.7% | +39.1% | -10.3% | +11.8% |
| 5Y | -17.4% | +25.0% | -42.4% | -30.0% |
| All | +106.3% | +217.6% | -111.4% | +18.4% |
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