-18.4%
CG vs DKS
+29.5%
-47.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.8% | +1.3% | -5.1% | -4.2% |
| 30D | +7.5% | +8.9% | -1.4% | +4.3% |
| 3M | -14.4% | -26.4% | +12.0% | -6.9% |
| 6M | -15.7% | -31.1% | +15.4% | -6.9% |
| YTD | -29.0% | -22.8% | -6.2% | -25.5% |
| 1Y | -22.1% | -29.5% | +7.4% | -15.4% |
| 3Y | +49.1% | +42.8% | +6.3% | +18.6% |
| 5Y | -18.4% | +29.2% | -47.6% | -43.0% |
| All | -18.4% | +29.5% | -47.9% | -43.0% |
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