+101.0%
CB vs DKS
+11.8%
+89.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +0.5% | +3.0% | -2.5% | +0.3% |
| 30D | -3.1% | -30.5% | +27.4% | -1.0% |
| 3M | +9.0% | -35.7% | +44.6% | +11.9% |
| 6M | +2.9% | -29.7% | +32.5% | +4.7% |
| YTD | +10.1% | -28.9% | +39.0% | +12.0% |
| 1Y | +22.8% | -35.9% | +58.7% | +25.7% |
| 3Y | +73.8% | +28.2% | +45.6% | +62.3% |
| All | +101.0% | +11.8% | +89.2% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling