+8.7%
CNH vs DKS
+9.4%
-0.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -4.3% |
| 7D | +8.8% | -0.4% | +9.2% | +9.0% |
| 30D | +24.7% | -36.6% | +61.3% | +37.8% |
| 3M | +27.3% | -37.6% | +65.0% | +41.1% |
| 6M | +23.2% | -32.1% | +55.2% | +32.9% |
| YTD | +48.9% | -32.3% | +81.3% | +60.8% |
| 1Y | +19.4% | -39.5% | +58.9% | +32.2% |
| 3Y | +7.8% | +27.7% | -19.9% | -2.6% |
| 5Y | +8.7% | +15.0% | -6.3% | -6.8% |
| All | +8.7% | +9.4% | -0.7% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling