+251.7%
CB vs DKS
+226.4%
+25.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.7% |
| 7D | +2.9% | +6.3% | -3.4% | +2.0% |
| 30D | +7.3% | +9.3% | -2.0% | +5.9% |
| 3M | +9.4% | -25.3% | +34.7% | +12.7% |
| 6M | +19.6% | -29.2% | +48.8% | +23.8% |
| YTD | +21.5% | -22.7% | +44.2% | +23.7% |
| 1Y | +28.0% | -30.1% | +58.1% | +32.2% |
| 3Y | +74.9% | +45.6% | +29.2% | +53.9% |
| 5Y | +108.1% | +28.5% | +79.7% | +80.2% |
| All | +251.7% | +226.4% | +25.2% | +114.6% |
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