-70.2%
CPNG vs DKS
+117.6%
-187.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.4% | -4.7% | -0.7% | -4.2% |
| 30D | -11.1% | -35.1% | +24.0% | -2.2% |
| 3M | -3.0% | -37.7% | +34.7% | +7.6% |
| 6M | -23.5% | -30.7% | +7.2% | -18.5% |
| YTD | -37.8% | -31.9% | -5.9% | -33.5% |
| 1Y | -54.3% | -40.0% | -14.3% | -49.6% |
| 3Y | -20.8% | +28.4% | -49.2% | -37.0% |
| 5Y | -51.1% | +12.4% | -63.5% | -64.6% |
| All | -70.2% | +117.6% | -187.8% | -80.0% |
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