+53.4%
CL vs DKS
+196.9%
-143.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.1% |
| 7D | -1.4% | -0.4% | -0.9% | -1.3% |
| 30D | -5.2% | -36.6% | +31.4% | -3.1% |
| 3M | +3.3% | -37.6% | +40.9% | +5.7% |
| 6M | -4.4% | -32.1% | +27.7% | -2.8% |
| YTD | +13.9% | -32.3% | +46.2% | +15.8% |
| 1Y | +7.6% | -39.5% | +47.1% | +10.0% |
| 3Y | +29.6% | +27.7% | +1.9% | +24.6% |
| 5Y | +28.1% | +15.0% | +13.0% | +22.0% |
| 10Y | +53.4% | +192.6% | -139.2% | +28.8% |
| All | +53.4% | +196.9% | -143.5% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling