+91.4%
CAG vs DKS
+6,026.4%
-5,935.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -6.6% | -2.9% | -3.7% | -6.4% |
| 30D | +2.3% | -37.7% | +40.0% | +6.2% |
| 3M | +16.3% | -38.9% | +55.2% | +20.9% |
| 6M | -16.0% | -31.1% | +15.1% | -13.8% |
| YTD | -7.7% | -31.8% | +24.1% | -5.3% |
| 1Y | -16.0% | -38.0% | +22.0% | -13.3% |
| 3Y | -37.7% | +28.6% | -66.3% | -41.2% |
| 5Y | -41.2% | +12.5% | -53.8% | -45.0% |
| 10Y | -33.8% | +198.3% | -232.1% | -46.8% |
| All | +91.4% | +6,026.4% | -5,935.1% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling