-2.7%
CEG vs DKS
-32.3%
+29.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +8.0% | +3.0% | +5.0% | +7.6% |
| 30D | +12.9% | -30.5% | +43.5% | +18.2% |
| 3M | +13.2% | -35.7% | +48.9% | +20.4% |
| 6M | -7.0% | -29.7% | +22.7% | -2.2% |
| YTD | -15.0% | -28.9% | +13.9% | -11.0% |
| 1Y | -2.7% | -35.9% | +33.1% | +5.0% |
| All | -2.7% | -32.3% | +29.6% | +5.0% |
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 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