+5,598.1%
DKS vs CNI
+2,605.7%
+2,992.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.2% |
| 7D | -2.9% | +0.9% | -3.8% | -3.4% |
| 30D | -37.7% | -2.1% | -35.6% | -36.9% |
| 3M | -38.9% | +1.8% | -40.7% | -39.8% |
| 6M | -31.1% | +14.8% | -45.9% | -37.3% |
| YTD | -31.8% | +25.4% | -57.2% | -41.5% |
| 1Y | -38.0% | +32.9% | -71.0% | -48.8% |
| 3Y | +28.6% | +20.2% | +8.4% | +11.9% |
| 5Y | +12.5% | +12.2% | +0.4% | +1.0% |
| 10Y | +198.3% | +136.0% | +62.3% | +64.7% |
| All | +5,598.1% | +2,605.7% | +2,992.5% | +759.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling