+1,593.3%
CNP vs DKS
+6,654.9%
-5,061.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.2% |
| 7D | +2.5% | +3.3% | -0.8% | +2.0% |
| 30D | +4.0% | +5.9% | -1.9% | +3.1% |
| 3M | +1.6% | -27.4% | +29.1% | +4.9% |
| 6M | -1.7% | -32.6% | +30.9% | +2.2% |
| YTD | +8.6% | -24.8% | +33.5% | +10.9% |
| 1Y | +5.8% | -32.8% | +38.7% | +9.6% |
| 3Y | +63.0% | +39.1% | +23.9% | +47.6% |
| 5Y | +74.7% | +25.0% | +49.7% | +55.3% |
| 10Y | +143.7% | +226.2% | -82.5% | +70.1% |
| All | +1,593.3% | +6,654.9% | -5,061.7% | +914.0% |
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 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