+45.7%
CNH vs DKS
+289.2%
-243.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +6.7% | +1.3% | +5.4% | +6.4% |
| 30D | +7.2% | +8.9% | -1.7% | +4.8% |
| 3M | +17.5% | -26.4% | +43.9% | +24.4% |
| 6M | +15.0% | -31.1% | +46.0% | +23.3% |
| YTD | +36.8% | -22.8% | +59.6% | +42.3% |
| 1Y | +27.6% | -29.5% | +57.1% | +35.8% |
| 3Y | +34.3% | +42.8% | -8.5% | +16.6% |
| 5Y | -12.2% | +29.2% | -41.4% | -25.6% |
| 10Y | +113.9% | +235.0% | -121.1% | +27.1% |
| All | +45.7% | +289.2% | -243.5% | -17.5% |
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