-21.3%
CPNG vs DKS
-30.7%
+9.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.7% | -3.1% |
| 7D | -6.3% | -0.4% | -5.8% | -6.2% |
| 30D | -8.7% | -36.6% | +27.9% | -8.5% |
| 3M | -2.4% | -37.6% | +35.2% | -1.9% |
| All | -21.3% | -30.7% | +9.4% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling