+300.2%
CCJ vs DKS
+13.6%
+286.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -4.0% | -3.0% | -1.1% | -3.5% |
| 30D | -2.4% | -33.4% | +31.0% | +5.2% |
| 3M | -2.3% | -39.4% | +37.1% | +7.4% |
| 6M | -16.2% | -30.1% | +13.9% | -11.3% |
| YTD | +5.7% | -31.0% | +36.6% | +12.0% |
| 1Y | +21.3% | -40.2% | +61.4% | +32.8% |
| 3Y | +159.4% | +30.9% | +128.4% | +125.6% |
| All | +300.2% | +13.6% | +286.5% | +213.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling