+132.5%
CNP vs DKS
+203.5%
-71.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -1.4% | -3.0% | +1.5% | -1.1% |
| 30D | -2.9% | -33.4% | +30.4% | +1.2% |
| 3M | -7.5% | -39.4% | +31.8% | -2.6% |
| 6M | -7.9% | -30.1% | +22.2% | -5.0% |
| YTD | +3.7% | -31.0% | +34.7% | +7.1% |
| 1Y | +4.6% | -40.2% | +44.8% | +9.7% |
| 3Y | +49.1% | +30.9% | +18.2% | +35.5% |
| 5Y | +69.2% | +14.0% | +55.2% | +51.3% |
| All | +132.5% | +203.5% | -71.0% | +47.0% |
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