+61.7%
CF vs DKS
-32.3%
+94.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +6.0% | +3.0% | +3.0% | +6.1% |
| 30D | +14.8% | -30.5% | +45.4% | +13.7% |
| 3M | +14.1% | -35.7% | +49.7% | +12.3% |
| 6M | +28.5% | -29.7% | +58.2% | +25.4% |
| YTD | +74.9% | -28.9% | +103.8% | +70.1% |
| 1Y | +61.7% | -35.9% | +97.6% | +59.3% |
| All | +61.7% | -32.3% | +94.0% | +59.3% |
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