+5,431.7%
CAT vs DKS
+6,749.1%
-1,317.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.9% | +2.3% | +5.9% |
| 7D | -2.4% | +3.8% | -6.2% | -3.5% |
| 30D | -25.0% | +8.1% | -33.1% | -27.0% |
| 3M | -28.7% | -28.6% | -0.1% | -24.0% |
| 6M | -33.0% | -33.6% | +0.6% | -27.5% |
| YTD | +5.4% | -23.8% | +29.2% | +9.5% |
| 1Y | +7.3% | -30.7% | +38.0% | +14.3% |
| 3Y | +166.0% | +41.5% | +124.5% | +123.9% |
| 5Y | +210.1% | +23.0% | +187.1% | +155.9% |
| 10Y | +712.5% | +236.0% | +476.5% | +332.2% |
| All | +5,431.7% | +6,749.1% | -1,317.4% | +1,433.3% |
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