+7.6%
CL vs DKS
-39.1%
+46.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.2% |
| 7D | -1.4% | -0.4% | -0.9% | -1.3% |
| 30D | -5.2% | -36.6% | +31.4% | -4.1% |
| 3M | +3.3% | -37.6% | +40.9% | +4.6% |
| 6M | -4.4% | -32.1% | +27.7% | -2.8% |
| YTD | +13.9% | -32.3% | +46.2% | +15.7% |
| 1Y | +7.6% | -39.5% | +47.1% | +9.1% |
| All | +7.6% | -39.1% | +46.7% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling