-1.8%
CEG vs DKS
-40.1%
+38.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -1.8% |
| 7D | +1.3% | -2.9% | +4.2% | +1.6% |
| 30D | +8.8% | -37.7% | +46.6% | +16.5% |
| 3M | +17.0% | -38.9% | +55.9% | +25.5% |
| 6M | -8.7% | -31.1% | +22.4% | -4.0% |
| YTD | -16.4% | -31.8% | +15.4% | -12.0% |
| 1Y | -1.8% | -38.0% | +36.3% | +6.3% |
| All | -1.8% | -40.1% | +38.3% | +6.3% |
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