+210.1%
CAT vs DKS
+27.3%
+182.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.9% | +2.3% | +6.2% |
| 7D | -2.4% | +3.8% | -6.2% | -3.2% |
| 30D | -25.0% | +8.1% | -33.1% | -26.4% |
| 3M | -28.7% | -28.6% | -0.1% | -24.8% |
| 6M | -33.0% | -33.6% | +0.6% | -28.4% |
| YTD | +5.4% | -23.8% | +29.2% | +8.9% |
| 1Y | +7.3% | -30.7% | +38.0% | +13.1% |
| 3Y | +166.0% | +41.5% | +124.5% | +138.0% |
| 5Y | +210.1% | +23.0% | +187.1% | +160.0% |
| All | +210.1% | +27.3% | +182.8% | +160.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling