-43.4%
CCL vs DKS
+199.2%
-242.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.3% | -4.7% | +0.4% | -2.2% |
| 30D | -19.0% | -35.1% | +16.1% | -5.1% |
| 3M | -13.1% | -37.7% | +24.6% | +3.5% |
| 6M | -13.3% | -30.7% | +17.5% | -2.2% |
| YTD | -25.2% | -31.9% | +6.7% | -15.2% |
| 1Y | -27.2% | -40.0% | +12.8% | -13.1% |
| 3Y | +49.2% | +28.4% | +20.8% | +17.3% |
| 5Y | +0.4% | +12.4% | -12.1% | -20.9% |
| All | -43.4% | +199.2% | -242.6% | -78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling