+1,572.2%
CB vs DKS
+6,292.4%
-4,720.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | +3.0% | -2.5% | -0.1% |
| 30D | -3.1% | -30.5% | +27.4% | +2.8% |
| 3M | +9.0% | -35.7% | +44.6% | +17.2% |
| 6M | +2.9% | -29.7% | +32.5% | +8.1% |
| YTD | +10.1% | -28.9% | +39.0% | +15.2% |
| 1Y | +22.8% | -35.9% | +58.7% | +30.6% |
| 3Y | +73.8% | +28.2% | +45.6% | +51.7% |
| 5Y | +99.2% | +11.8% | +87.3% | +70.1% |
| 10Y | +218.2% | +211.6% | +6.6% | +88.7% |
| All | +1,572.2% | +6,292.4% | -4,720.3% | +453.1% |
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