+3.3%
CAT vs DKS
-30.4%
+33.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.5% |
| 7D | -6.3% | +9.4% | -15.7% | -7.1% |
| 30D | -26.8% | +9.8% | -36.6% | -27.6% |
| 3M | -30.0% | -29.3% | -0.8% | -25.4% |
| 6M | -34.6% | -32.6% | -2.0% | -29.6% |
| YTD | +2.9% | -22.6% | +25.5% | +5.0% |
| 1Y | +3.3% | -29.8% | +33.1% | +7.7% |
| All | +3.3% | -30.4% | +33.6% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling