+246.7%
CB vs DKS
+237.0%
+9.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | +0.7% | +9.4% | -8.7% | -0.6% |
| 30D | +8.2% | +9.8% | -1.6% | +6.7% |
| 3M | +6.3% | -29.3% | +35.6% | +10.4% |
| 6M | +16.2% | -32.6% | +48.8% | +21.2% |
| YTD | +19.3% | -22.6% | +41.9% | +21.5% |
| 1Y | +29.2% | -29.8% | +59.0% | +33.3% |
| 3Y | +71.4% | +43.2% | +28.2% | +51.4% |
| 5Y | +104.2% | +29.8% | +74.4% | +76.5% |
| 10Y | +246.7% | +236.7% | +10.0% | +110.4% |
| All | +246.7% | +237.0% | +9.6% | +110.4% |
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