+71.4%
CNP vs DKS
+14.6%
+56.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.4% |
| 7D | +1.6% | -0.4% | +2.1% | +1.7% |
| 30D | -0.8% | -36.6% | +35.8% | +1.2% |
| 3M | -3.6% | -37.6% | +34.1% | -1.6% |
| 6M | -6.9% | -32.1% | +25.1% | -5.5% |
| YTD | +6.4% | -32.3% | +38.7% | +8.0% |
| 1Y | +9.9% | -39.5% | +49.4% | +12.1% |
| 3Y | +53.1% | +27.7% | +25.4% | +46.0% |
| All | +71.4% | +14.6% | +56.7% | +57.8% |
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