+21.0%
CTSH vs DKS
+197.0%
-176.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -8.2% | -2.9% | -5.3% | -7.7% |
| 30D | +0.4% | -37.7% | +38.1% | +8.4% |
| 3M | +10.6% | -38.9% | +49.5% | +19.5% |
| 6M | -8.8% | -31.1% | +22.3% | -4.4% |
| YTD | -28.6% | -31.8% | +3.2% | -25.1% |
| 1Y | -15.9% | -38.0% | +22.1% | -10.3% |
| 3Y | -13.9% | +28.6% | -42.5% | -23.4% |
| 5Y | -17.1% | +12.5% | -29.6% | -27.3% |
| 10Y | +21.0% | +198.3% | -177.3% | -26.4% |
| All | +21.0% | +197.0% | -176.0% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling