+112.0%
CF vs DKS
+21.0%
+91.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.2% | -2.1% | -1.1% | -3.1% |
| 30D | +4.3% | +7.3% | -3.0% | +3.6% |
| 3M | +2.8% | -28.4% | +31.2% | +5.0% |
| 6M | +0.6% | -36.9% | +37.5% | +3.7% |
| YTD | +56.6% | -27.3% | +83.9% | +58.4% |
| 1Y | +49.6% | -33.2% | +82.8% | +52.7% |
| 3Y | +61.5% | +32.2% | +29.3% | +45.4% |
| All | +112.0% | +21.0% | +91.0% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling