+49.0%
CG vs DKS
+27.5%
+21.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.3% |
| 7D | -6.4% | -2.9% | -3.5% | -5.5% |
| 30D | -7.1% | -37.7% | +30.7% | +7.2% |
| 3M | -1.6% | -38.9% | +37.3% | +13.8% |
| 6M | -8.3% | -31.1% | +22.8% | -0.1% |
| YTD | -23.8% | -31.8% | +8.0% | -16.8% |
| 1Y | -28.7% | -38.0% | +9.3% | -19.4% |
| All | +49.0% | +27.5% | +21.5% | +19.5% |
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