+37.1%
CTSH vs DKS
+235.2%
-198.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | +8.0% | +8.9% | -0.9% | +6.1% |
| 3M | +10.6% | -26.4% | +36.9% | +15.3% |
| 6M | +32.5% | -31.1% | +63.6% | +39.2% |
| YTD | -21.0% | -22.8% | +1.8% | -19.3% |
| 1Y | -9.9% | -29.5% | +19.6% | -6.3% |
| 3Y | +3.1% | +42.8% | -39.7% | -10.3% |
| 5Y | -13.4% | +29.2% | -42.6% | -26.2% |
| 10Y | +37.1% | +235.0% | -197.8% | -18.5% |
| All | +37.1% | +235.2% | -198.0% | -18.5% |
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 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