+306.8%
CFG vs DKS
+197.0%
+109.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -0.6% | -2.9% | +2.3% | +0.4% |
| 30D | -4.5% | -37.7% | +33.2% | +9.1% |
| 3M | +6.3% | -38.9% | +45.2% | +22.0% |
| 6M | +20.6% | -31.1% | +51.7% | +32.0% |
| YTD | +21.2% | -31.8% | +53.1% | +33.0% |
| 1Y | +38.2% | -38.0% | +76.2% | +55.8% |
| 3Y | +185.9% | +28.6% | +157.3% | +137.5% |
| 5Y | +97.0% | +12.5% | +84.4% | +60.1% |
| 10Y | +306.8% | +198.3% | +108.5% | +80.6% |
| All | +306.8% | +197.0% | +109.8% | +80.6% |
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 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