-29.8%
DKS vs CNI
+37.5%
-67.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.1% | +5.6% | +6.6% |
| 7D | +8.4% | +3.7% | +4.7% | +6.4% |
| 30D | +7.7% | +8.1% | -0.4% | +3.6% |
| 3M | -25.8% | +1.9% | -27.6% | -26.7% |
| 6M | -31.0% | +19.2% | -50.2% | -36.7% |
| YTD | -23.8% | +32.7% | -56.5% | -35.3% |
| 1Y | -29.8% | +37.0% | -66.8% | -42.4% |
| All | -29.8% | +37.5% | -67.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling