+294.1%
CG vs DKS
+309.2%
-15.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.8% | +1.3% | -5.1% | -4.1% |
| 30D | +7.5% | +8.9% | -1.4% | +4.8% |
| 3M | -14.4% | -26.4% | +12.0% | -8.2% |
| 6M | -15.7% | -31.1% | +15.4% | -8.4% |
| YTD | -29.0% | -22.8% | -6.2% | -25.8% |
| 1Y | -22.1% | -29.5% | +7.4% | -16.4% |
| 3Y | +49.1% | +42.8% | +6.3% | +26.5% |
| 5Y | -18.4% | +29.2% | -47.6% | -32.0% |
| 10Y | +295.1% | +235.0% | +60.1% | +116.5% |
| All | +294.1% | +309.2% | -15.1% | +97.2% |
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