+41.9%
CI vs DKS
+9.4%
+32.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.0% | -1.5% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | -1.8% | -36.6% | +34.8% | +0.9% |
| 3M | -4.2% | -37.6% | +33.4% | -1.5% |
| 6M | +2.7% | -32.1% | +34.8% | +4.8% |
| YTD | +1.9% | -32.3% | +34.2% | +3.9% |
| 1Y | -6.3% | -39.5% | +33.2% | -3.7% |
| 3Y | +3.9% | +27.7% | -23.8% | -2.7% |
| 5Y | +41.9% | +15.0% | +26.9% | +30.9% |
| All | +41.9% | +9.4% | +32.4% | +30.9% |
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