-0.9%
CCL vs DKS
+15.5%
-16.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -4.4% | -2.9% | -1.5% | -3.2% |
| 30D | -18.2% | -37.7% | +19.5% | -1.9% |
| 3M | -17.7% | -38.9% | +21.2% | -0.5% |
| 6M | -13.0% | -31.1% | +18.1% | -1.5% |
| YTD | -24.5% | -31.8% | +7.3% | -14.3% |
| 1Y | -26.9% | -38.0% | +11.1% | -13.9% |
| 3Y | +50.8% | +28.6% | +22.1% | +11.6% |
| 5Y | -0.9% | +12.5% | -13.5% | -36.2% |
| All | -0.9% | +15.5% | -16.4% | -36.2% |
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