+5,331.8%
CF vs DKS
+920.3%
+4,411.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.2% | -2.1% | -1.1% | -2.9% |
| 30D | +4.3% | +7.3% | -3.0% | +1.9% |
| 3M | +2.8% | -28.4% | +31.2% | +9.5% |
| 6M | +0.6% | -36.9% | +37.5% | +10.2% |
| YTD | +56.6% | -27.3% | +83.9% | +63.0% |
| 1Y | +49.6% | -33.2% | +82.8% | +59.2% |
| 3Y | +61.5% | +32.2% | +29.3% | +30.1% |
| 5Y | +124.0% | +22.3% | +101.7% | +72.0% |
| 10Y | +573.2% | +230.5% | +342.7% | +215.2% |
| All | +5,331.8% | +920.3% | +4,411.5% | +1,163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling