+1,540.3%
CNP vs DKS
+6,292.4%
-4,752.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +1.1% | +3.0% | -1.9% | +0.7% |
| 30D | -1.8% | -30.5% | +28.7% | +2.1% |
| 3M | -4.6% | -35.7% | +31.1% | +0.1% |
| 6M | -8.8% | -29.7% | +20.8% | -5.7% |
| YTD | +5.2% | -28.9% | +34.1% | +8.5% |
| 1Y | +8.3% | -35.9% | +44.2% | +12.9% |
| 3Y | +54.9% | +28.2% | +26.7% | +42.1% |
| 5Y | +73.5% | +11.8% | +61.7% | +56.8% |
| 10Y | +139.1% | +211.6% | -72.5% | +68.3% |
| All | +1,540.3% | +6,292.4% | -4,752.1% | +892.1% |
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