-14.1%
CG vs DKS
-29.5%
+15.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.7% | -3.2% | +3.2% |
| 7D | +9.4% | +8.4% | +1.0% | +7.9% |
| 30D | +8.7% | +7.7% | +1.1% | +7.3% |
| 3M | -15.0% | -25.8% | +10.8% | -11.1% |
| 6M | -13.2% | -31.0% | +17.8% | -8.3% |
| YTD | -26.2% | -23.8% | -2.4% | -25.5% |
| 1Y | -14.1% | -29.8% | +15.7% | -10.4% |
| All | -14.1% | -29.5% | +15.4% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling