+34.8%
CF vs DKS
-29.5%
+64.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.1% | -3.9% |
| 7D | -6.9% | +8.4% | -15.3% | -6.4% |
| 30D | -3.7% | +7.7% | -11.4% | -3.2% |
| 3M | -5.0% | -25.8% | +20.8% | -6.0% |
| 6M | -10.5% | -31.0% | +20.5% | -11.9% |
| YTD | +46.5% | -23.8% | +70.3% | +42.1% |
| 1Y | +34.8% | -29.8% | +64.6% | +31.2% |
| All | +34.8% | -29.5% | +64.3% | +31.2% |
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 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