+50.0%
CI vs DKS
+27.3%
+22.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.3% |
| 7D | +0.1% | +3.8% | -3.7% | -0.2% |
| 30D | +4.7% | +8.1% | -3.4% | +4.1% |
| 3M | +5.2% | -28.6% | +33.8% | +7.2% |
| 6M | +3.8% | -33.6% | +37.4% | +6.1% |
| YTD | +9.2% | -23.8% | +33.0% | +10.4% |
| 1Y | +14.3% | -30.7% | +45.0% | +16.2% |
| 3Y | +8.4% | +41.5% | -33.1% | +0.6% |
| 5Y | +50.0% | +23.0% | +27.0% | +34.3% |
| All | +50.0% | +27.3% | +22.8% | +34.3% |
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