+247.9%
CB vs DKS
+217.6%
+30.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.8% |
| 7D | 0.0% | +3.3% | -3.2% | -0.4% |
| 30D | +7.4% | +5.9% | +1.5% | +6.4% |
| 3M | +8.6% | -27.4% | +36.1% | +12.4% |
| 6M | +16.1% | -32.6% | +48.8% | +21.1% |
| YTD | +20.2% | -24.8% | +45.0% | +22.9% |
| 1Y | +27.2% | -32.8% | +60.0% | +32.1% |
| 3Y | +72.7% | +39.1% | +33.6% | +53.1% |
| 5Y | +105.9% | +25.0% | +80.9% | +79.0% |
| All | +247.9% | +217.6% | +30.3% | +113.2% |
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