+458.3%
CL vs DKS
+6,292.4%
-5,834.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -2.2% | +3.0% | -5.2% | -2.5% |
| 30D | -4.8% | -30.5% | +25.7% | -2.2% |
| 3M | +4.9% | -35.7% | +40.6% | +8.6% |
| 6M | -5.7% | -29.7% | +24.0% | -3.4% |
| YTD | +14.4% | -28.9% | +43.2% | +16.9% |
| 1Y | +8.7% | -35.9% | +44.6% | +12.0% |
| 3Y | +30.0% | +28.2% | +1.8% | +22.5% |
| 5Y | +28.4% | +11.8% | +16.5% | +19.8% |
| 10Y | +50.1% | +211.6% | -161.5% | +17.5% |
| All | +458.3% | +6,292.4% | -5,834.1% | +239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling