-20.0%
CPNG vs DKS
+29.1%
-49.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.6% | +2.9% |
| 7D | -1.1% | -3.0% | +1.8% | -0.7% |
| 30D | -7.4% | -33.4% | +26.0% | -2.5% |
| 3M | -12.3% | -39.4% | +27.0% | -6.4% |
| 6M | -19.4% | -30.1% | +10.7% | -16.7% |
| YTD | -35.9% | -31.0% | -4.9% | -33.6% |
| 1Y | -53.4% | -40.2% | -13.2% | -50.5% |
| 3Y | -20.0% | +30.9% | -50.9% | -30.7% |
| All | -20.0% | +29.1% | -49.1% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling