+101.5%
CFG vs DKS
+9.4%
+92.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | +0.2% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -3.7% | -36.6% | +32.9% | +7.1% |
| 3M | +9.5% | -37.6% | +47.1% | +22.0% |
| 6M | +22.2% | -32.1% | +54.3% | +32.3% |
| YTD | +22.3% | -32.3% | +54.6% | +32.4% |
| 1Y | +39.4% | -39.5% | +78.9% | +55.2% |
| 3Y | +188.5% | +27.7% | +160.8% | +148.8% |
| 5Y | +101.5% | +15.0% | +86.5% | +69.3% |
| All | +101.5% | +9.4% | +92.1% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling