+223.5%
CB vs DKS
+197.0%
+26.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -0.5% | -2.9% | +2.4% | -0.1% |
| 30D | -3.1% | -37.7% | +34.6% | +2.7% |
| 3M | +4.2% | -38.9% | +43.1% | +10.5% |
| 6M | +4.7% | -31.1% | +35.8% | +8.8% |
| YTD | +8.8% | -31.8% | +40.6% | +13.1% |
| 1Y | +22.6% | -38.0% | +60.7% | +28.8% |
| 3Y | +70.6% | +28.6% | +42.0% | +53.0% |
| 5Y | +99.4% | +12.5% | +86.9% | +76.0% |
| 10Y | +223.5% | +198.3% | +25.1% | +101.8% |
| All | +223.5% | +197.0% | +26.4% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling