-31.9%
CEG vs DKS
-29.5%
-2.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +7.7% | -14.4% | -7.0% |
| 7D | -4.8% | +8.4% | -13.2% | -5.2% |
| 30D | -8.2% | +7.7% | -15.9% | -8.6% |
| 3M | -7.9% | -25.8% | +17.8% | -5.1% |
| 6M | -23.2% | -31.0% | +7.8% | -19.4% |
| YTD | -30.1% | -23.8% | -6.3% | -26.6% |
| 1Y | -31.9% | -29.8% | -2.1% | -28.6% |
| All | -31.9% | -29.5% | -2.4% | -28.6% |
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