-17.1%
CCI vs DKS
-39.2%
+22.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.4% |
| 7D | -0.3% | -3.0% | +2.7% | -0.3% |
| 30D | +2.2% | -33.4% | +35.6% | +2.6% |
| 3M | -16.9% | -39.4% | +22.5% | -16.5% |
| 6M | -11.5% | -30.1% | +18.6% | -11.4% |
| YTD | -12.8% | -31.0% | +18.1% | -12.3% |
| 1Y | -17.1% | -40.2% | +23.1% | -17.5% |
| All | -17.1% | -39.2% | +22.1% | -17.5% |
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 · 6 months rolling