+580.6%
CF vs DKS
+210.1%
+370.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +6.0% | +3.0% | +3.0% | +5.4% |
| 30D | +14.8% | -30.5% | +45.4% | +21.7% |
| 3M | +14.1% | -35.7% | +49.7% | +22.4% |
| 6M | +28.5% | -29.7% | +58.2% | +34.2% |
| YTD | +74.9% | -28.9% | +103.8% | +81.8% |
| 1Y | +61.7% | -35.9% | +97.6% | +71.2% |
| 3Y | +80.3% | +28.2% | +52.2% | +53.7% |
| 5Y | +226.0% | +11.8% | +214.1% | +173.7% |
| All | +580.6% | +210.1% | +370.5% | +244.9% |
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