+199.6%
DKS vs CNI
+138.2%
+61.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.8% |
| 7D | -2.0% | -0.4% | -1.7% | -1.8% |
| 30D | -32.7% | -2.7% | -30.0% | -31.5% |
| 3M | -38.8% | +3.9% | -42.7% | -40.5% |
| 6M | -29.4% | +16.4% | -45.8% | -36.7% |
| YTD | -30.3% | +25.8% | -56.1% | -41.0% |
| 1Y | -39.6% | +32.4% | -72.0% | -50.6% |
| 3Y | +32.2% | +19.1% | +13.1% | +14.0% |
| 5Y | +15.1% | +13.6% | +1.5% | +0.7% |
| All | +199.6% | +138.2% | +61.4% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling