+73.0%
CF vs DKS
+29.1%
+43.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +6.0% | +3.0% | +3.0% | +5.9% |
| 30D | +14.8% | -30.5% | +45.4% | +15.9% |
| 3M | +14.1% | -35.7% | +49.7% | +15.3% |
| 6M | +28.5% | -29.7% | +58.2% | +28.9% |
| YTD | +74.9% | -28.9% | +103.8% | +75.2% |
| 1Y | +61.7% | -35.9% | +97.6% | +62.9% |
| All | +73.0% | +29.1% | +43.9% | +52.2% |
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 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