+68.0%
CNH vs DKS
+258.7%
-190.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.2% |
| 7D | +23.3% | +3.0% | +20.3% | +22.4% |
| 30D | +33.5% | -30.5% | +64.0% | +43.7% |
| 3M | +32.7% | -35.7% | +68.4% | +45.7% |
| 6M | +22.2% | -29.7% | +51.9% | +30.7% |
| YTD | +57.7% | -28.9% | +86.5% | +68.1% |
| 1Y | +28.0% | -35.9% | +63.9% | +39.4% |
| 3Y | +11.5% | +28.2% | -16.6% | -0.4% |
| 5Y | +11.9% | +11.8% | 0.0% | -1.7% |
| 10Y | +162.8% | +211.6% | -48.8% | +59.6% |
| All | +68.0% | +258.7% | -190.7% | -2.6% |
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