+272.1%
CNQ vs DKS
+14.7%
+257.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -0.8% |
| 7D | +0.1% | -2.0% | +2.2% | +0.3% |
| 30D | +6.2% | -32.7% | +38.9% | +9.9% |
| 3M | +12.4% | -38.8% | +51.2% | +17.4% |
| 6M | +9.0% | -29.4% | +38.5% | +11.3% |
| YTD | +52.2% | -30.3% | +82.5% | +55.5% |
| 1Y | +65.0% | -39.6% | +104.6% | +71.5% |
| 3Y | +78.8% | +32.2% | +46.7% | +66.4% |
| All | +272.1% | +14.7% | +257.3% | +242.7% |
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