+7,400.3%
CAT vs DKS
+6,292.4%
+1,107.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +1.7% | +3.0% | -1.3% | +0.9% |
| 30D | -6.6% | -30.5% | +24.0% | +1.1% |
| 3M | -13.3% | -35.7% | +22.4% | -4.5% |
| 6M | +11.6% | -29.7% | +41.3% | +19.6% |
| YTD | +42.9% | -28.9% | +71.8% | +52.5% |
| 1Y | +95.4% | -35.9% | +131.3% | +113.6% |
| 3Y | +196.6% | +28.2% | +168.4% | +158.1% |
| 5Y | +321.7% | +11.8% | +309.8% | +258.6% |
| 10Y | +1,140.8% | +211.6% | +929.2% | +578.1% |
| All | +7,400.3% | +6,292.4% | +1,107.9% | +2,034.8% |
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 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