+487.0%
CF vs DKS
+244.9%
+242.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -1.0% |
| 7D | -0.9% | +3.8% | -4.7% | -1.8% |
| 30D | +6.9% | +8.1% | -1.1% | +5.1% |
| 3M | +4.8% | -28.6% | +33.5% | +10.0% |
| 6M | +4.7% | -33.6% | +38.3% | +10.8% |
| YTD | +56.5% | -23.8% | +80.3% | +59.6% |
| 1Y | +48.4% | -30.7% | +79.2% | +54.3% |
| 3Y | +59.1% | +41.5% | +17.6% | +32.3% |
| 5Y | +109.5% | +23.0% | +86.5% | +71.7% |
| 10Y | +487.0% | +236.0% | +251.0% | +185.6% |
| All | +487.0% | +244.9% | +242.0% | +185.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling