+328.7%
CFG vs DKS
+360.4%
-31.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -1.9% | +1.4% |
| 7D | +0.3% | +3.8% | -3.6% | -1.0% |
| 30D | +3.2% | +8.1% | -4.9% | +0.4% |
| 3M | -9.7% | -28.6% | +18.9% | -2.2% |
| 6M | +3.6% | -33.6% | +37.2% | +14.5% |
| YTD | +14.7% | -23.8% | +38.5% | +20.5% |
| 1Y | +29.6% | -30.7% | +60.3% | +40.3% |
| 3Y | +190.6% | +41.5% | +149.0% | +134.4% |
| 5Y | +67.1% | +23.0% | +44.0% | +33.0% |
| 10Y | +237.0% | +236.0% | +1.0% | +52.5% |
| All | +328.7% | +360.4% | -31.7% | +77.7% |
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