+190.6%
CFG vs DKS
+39.9%
+150.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -1.9% | +1.7% |
| 7D | +0.3% | +3.8% | -3.6% | -0.7% |
| 30D | +3.2% | +8.1% | -4.9% | +1.1% |
| 3M | -9.7% | -28.6% | +18.9% | -3.2% |
| 6M | +3.6% | -33.6% | +37.2% | +13.0% |
| YTD | +14.7% | -23.8% | +38.5% | +19.7% |
| 1Y | +29.6% | -30.7% | +60.3% | +38.7% |
| 3Y | +190.6% | +41.5% | +149.0% | +107.6% |
| All | +190.6% | +39.9% | +150.7% | +107.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling