+1,692.2%
CB vs DKS
+6,430.5%
-4,738.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.2% | -2.1% | +2.3% | +0.6% |
| 30D | +9.1% | +7.3% | +1.7% | +7.4% |
| 3M | +3.4% | -28.4% | +31.8% | +8.7% |
| 6M | +14.1% | -36.9% | +51.0% | +22.6% |
| YTD | +18.0% | -27.3% | +45.3% | +22.6% |
| 1Y | +30.1% | -33.2% | +63.4% | +37.3% |
| 3Y | +71.8% | +32.2% | +39.6% | +48.8% |
| 5Y | +101.8% | +22.3% | +79.6% | +68.9% |
| 10Y | +252.1% | +230.5% | +21.7% | +105.5% |
| All | +1,692.2% | +6,430.5% | -4,738.2% | +488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling