+64.1%
CF vs DKS
+44.9%
+19.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.6% |
| 7D | +4.8% | +9.4% | -4.7% | +4.6% |
| 30D | +9.7% | +9.8% | -0.1% | +9.6% |
| 3M | +1.2% | -29.3% | +30.5% | +2.0% |
| 6M | +7.4% | -32.6% | +39.9% | +8.3% |
| YTD | +60.5% | -22.6% | +83.1% | +60.3% |
| 1Y | +50.7% | -29.8% | +80.6% | +51.4% |
| All | +64.1% | +44.9% | +19.2% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling