+4,957.7%
CNQ vs DKS
+6,162.0%
-1,204.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.1% |
| 7D | +0.1% | -2.0% | +2.2% | +0.6% |
| 30D | +6.2% | -32.7% | +38.9% | +15.0% |
| 3M | +12.4% | -38.8% | +51.2% | +24.0% |
| 6M | +9.0% | -29.4% | +38.5% | +15.0% |
| YTD | +52.2% | -30.3% | +82.5% | +60.6% |
| 1Y | +65.0% | -39.6% | +104.6% | +79.8% |
| 3Y | +78.8% | +32.2% | +46.7% | +51.8% |
| 5Y | +286.0% | +15.1% | +270.9% | +218.5% |
| 10Y | +420.7% | +204.9% | +215.8% | +188.7% |
| All | +4,957.7% | +6,162.0% | -1,204.2% | +1,581.8% |
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 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