-17.9%
CG vs DKS
-30.7%
+12.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | +0.7% |
| 7D | +0.2% | +6.3% | -6.1% | -0.6% |
| 30D | +11.2% | +9.3% | +1.9% | +10.2% |
| 3M | -22.1% | -25.3% | +3.2% | -21.5% |
| 6M | -17.9% | -29.2% | +11.3% | -17.7% |
| All | -17.9% | -30.7% | +12.8% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling