+362.4%
CFG vs DKS
+329.7%
+32.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +1.5% | +3.0% | -1.5% | +0.6% |
| 30D | -3.8% | -30.5% | +26.7% | +5.6% |
| 3M | +11.5% | -35.7% | +47.2% | +25.5% |
| 6M | +19.2% | -29.7% | +48.9% | +29.5% |
| YTD | +23.7% | -28.9% | +52.6% | +33.7% |
| 1Y | +38.8% | -35.9% | +74.7% | +54.5% |
| 3Y | +178.9% | +28.2% | +150.8% | +133.9% |
| 5Y | +101.8% | +11.8% | +90.0% | +66.1% |
| 10Y | +317.3% | +211.6% | +105.7% | +94.4% |
| All | +362.4% | +329.7% | +32.7% | +97.2% |
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