+5,583.4%
CF vs DKS
+955.4%
+4,628.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.1% |
| 7D | +5.4% | +3.3% | +2.1% | +4.4% |
| 30D | +6.5% | +5.9% | +0.6% | +4.4% |
| 3M | +4.6% | -27.4% | +32.1% | +11.1% |
| 6M | -3.3% | -32.6% | +29.3% | +4.0% |
| YTD | +63.9% | -24.8% | +88.7% | +68.9% |
| 1Y | +50.4% | -32.8% | +83.3% | +59.8% |
| 3Y | +68.2% | +39.1% | +29.2% | +33.5% |
| 5Y | +113.8% | +25.0% | +88.8% | +63.4% |
| 10Y | +479.3% | +226.2% | +253.1% | +173.4% |
| All | +5,583.4% | +955.4% | +4,628.0% | +1,209.5% |
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