-70.5%
CBRS vs DKS
-30.6%
-39.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.7% | -13.8% | -5.0% |
| 7D | -18.4% | +8.4% | -26.8% | -17.4% |
| 30D | -49.4% | +7.7% | -57.1% | -48.8% |
| 3M | -59.6% | -25.8% | -33.8% | -63.5% |
| All | -70.5% | -30.6% | -39.9% | -75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling