+132.5%
CNP vs DKS
+206.3%
-73.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | -1.4% | -2.0% | +0.6% | -1.2% |
| 30D | -2.9% | -32.7% | +29.8% | +1.1% |
| 3M | -7.5% | -38.8% | +31.3% | -2.7% |
| 6M | -7.9% | -29.4% | +21.5% | -5.1% |
| YTD | +3.7% | -30.3% | +34.1% | +6.9% |
| 1Y | +4.6% | -39.6% | +44.2% | +9.5% |
| 3Y | +49.1% | +32.2% | +16.9% | +35.4% |
| 5Y | +69.2% | +15.1% | +54.1% | +51.2% |
| All | +132.5% | +206.3% | -73.9% | +46.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling