+86.2%
CL vs DKS
+217.6%
-131.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | -0.8% | +3.3% | -4.1% | -1.0% |
| 30D | +9.5% | +5.9% | +3.6% | +9.1% |
| 3M | +6.6% | -27.4% | +34.1% | +8.1% |
| 6M | +13.2% | -32.6% | +45.9% | +15.2% |
| YTD | +26.9% | -24.8% | +51.7% | +28.1% |
| 1Y | +27.6% | -32.8% | +60.4% | +29.6% |
| 3Y | +39.1% | +39.1% | +0.1% | +33.2% |
| 5Y | +41.3% | +25.0% | +16.3% | +34.1% |
| All | +86.2% | +217.6% | -131.4% | +54.2% |
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 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