+598.5%
CEG vs DKS
+42.7%
+555.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +3.3% |
| 7D | +17.8% | +3.3% | +14.6% | +17.1% |
| 30D | -4.5% | +5.9% | -10.4% | -6.0% |
| 3M | +1.5% | -27.4% | +28.9% | +6.9% |
| 6M | -3.5% | -32.6% | +29.1% | +3.3% |
| YTD | -19.7% | -24.8% | +5.1% | -16.7% |
| 1Y | -19.8% | -32.8% | +13.1% | -14.6% |
| 3Y | +136.4% | +39.1% | +97.4% | +110.9% |
| All | +598.5% | +42.7% | +555.8% | +446.7% |
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