-46.8%
CPNG vs DKS
-32.3%
-14.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -7.4% | +3.0% | -10.5% | -7.6% |
| 30D | -4.4% | -30.5% | +26.1% | -2.4% |
| 3M | -7.5% | -35.7% | +28.2% | -4.7% |
| 6M | -19.9% | -29.7% | +9.7% | -19.3% |
| YTD | -35.2% | -28.9% | -6.3% | -34.6% |
| 1Y | -46.8% | -35.9% | -10.9% | -45.5% |
| All | -46.8% | -32.3% | -14.5% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling