+1,684.5%
CB vs DKS
+6,749.1%
-5,064.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.4% |
| 7D | -1.5% | +3.8% | -5.3% | -2.3% |
| 30D | +6.5% | +8.1% | -1.6% | +4.7% |
| 3M | +4.1% | -28.6% | +32.7% | +9.4% |
| 6M | +14.4% | -33.6% | +48.0% | +21.6% |
| YTD | +17.5% | -23.8% | +41.3% | +20.8% |
| 1Y | +27.5% | -30.7% | +58.3% | +33.5% |
| 3Y | +71.6% | +41.5% | +30.1% | +46.5% |
| 5Y | +100.6% | +23.0% | +77.6% | +67.9% |
| 10Y | +243.0% | +236.0% | +7.0% | +99.8% |
| All | +1,684.5% | +6,749.1% | -5,064.5% | +480.1% |
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