+30.9%
DKS vs CNI
+19.7%
+11.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.9% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | -33.4% | -2.7% | -30.7% | -32.3% |
| 3M | -39.4% | +3.9% | -43.3% | -40.8% |
| 6M | -30.1% | +16.4% | -46.5% | -36.6% |
| YTD | -31.0% | +25.8% | -56.8% | -40.8% |
| 1Y | -40.2% | +32.4% | -72.6% | -50.4% |
| 3Y | +30.9% | +19.1% | +11.9% | +4.4% |
| All | +30.9% | +19.7% | +11.2% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling