+208.5%
CFG vs DKS
+226.4%
-17.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.3% |
| 7D | +3.2% | +6.3% | -3.1% | +1.1% |
| 30D | +5.1% | +9.3% | -4.2% | +1.8% |
| 3M | -11.2% | -25.3% | +14.0% | -5.1% |
| 6M | +9.6% | -29.2% | +38.8% | +18.5% |
| YTD | +15.0% | -22.7% | +37.7% | +20.3% |
| 1Y | +29.9% | -30.1% | +60.0% | +40.3% |
| 3Y | +192.1% | +45.6% | +146.5% | +131.4% |
| 5Y | +62.3% | +28.5% | +33.8% | +26.1% |
| All | +208.5% | +226.4% | -17.9% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling