+21.3%
CCJ vs DKS
-39.2%
+60.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -4.0% | -3.0% | -1.1% | -3.8% |
| 30D | -2.4% | -33.4% | +31.0% | +3.3% |
| 3M | -2.3% | -39.4% | +37.1% | +5.8% |
| 6M | -16.2% | -30.1% | +13.9% | -13.1% |
| YTD | +5.7% | -31.0% | +36.6% | +9.4% |
| 1Y | +21.3% | -40.2% | +61.4% | +30.1% |
| All | +21.3% | -39.2% | +60.4% | +30.1% |
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 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