+40.7%
CL vs DKS
+44.7%
-4.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.7% |
| 7D | +3.2% | +6.3% | -3.1% | +3.0% |
| 30D | +8.0% | +9.3% | -1.3% | +7.7% |
| 3M | +7.9% | -25.3% | +33.1% | +8.1% |
| 6M | +14.7% | -29.2% | +43.9% | +15.0% |
| YTD | +29.2% | -22.7% | +51.9% | +29.5% |
| 1Y | +29.5% | -30.1% | +59.6% | +29.9% |
| 3Y | +40.7% | +45.6% | -5.0% | +43.2% |
| All | +40.7% | +44.7% | -4.0% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling