+28.0%
CL vs DKS
-30.4%
+58.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +2.6% | +9.4% | -6.8% | +1.9% |
| 30D | +11.8% | +9.8% | +2.0% | +11.0% |
| 3M | +5.9% | -29.3% | +35.2% | +6.9% |
| 6M | +13.3% | -32.6% | +45.9% | +14.5% |
| YTD | +27.1% | -22.6% | +49.7% | +28.4% |
| 1Y | +28.0% | -29.8% | +57.8% | +30.0% |
| All | +28.0% | -30.4% | +58.4% | +30.0% |
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