-39.7%
CAG vs DKS
+29.1%
-68.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -5.7% | -3.0% | -2.7% | -5.6% |
| 30D | -2.4% | -33.4% | +31.0% | -1.2% |
| 3M | +9.8% | -39.4% | +49.2% | +11.4% |
| 6M | -10.8% | -30.1% | +19.3% | -9.9% |
| YTD | -10.8% | -31.0% | +20.1% | -9.9% |
| 1Y | -19.0% | -40.2% | +21.2% | -17.8% |
| 3Y | -39.7% | +30.9% | -70.6% | -48.8% |
| All | -39.7% | +29.1% | -68.8% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling