+160.7%
CNH vs DKS
+197.0%
-36.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | +1.8% | -2.9% | +4.7% | +2.7% |
| 30D | +32.6% | -37.7% | +70.3% | +47.6% |
| 3M | +29.4% | -38.9% | +68.3% | +44.6% |
| 6M | +26.0% | -31.1% | +57.1% | +35.8% |
| YTD | +52.2% | -31.8% | +84.0% | +64.5% |
| 1Y | +23.9% | -38.0% | +61.9% | +36.6% |
| 3Y | +10.1% | +28.6% | -18.5% | -2.2% |
| 5Y | +13.2% | +12.5% | +0.6% | -1.4% |
| 10Y | +160.7% | +198.3% | -37.7% | +54.7% |
| All | +160.7% | +197.0% | -36.4% | +54.7% |
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