+80.1%
CLF vs DKS
+244.9%
-164.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.9% | +2.1% | +5.2% |
| 7D | -14.1% | +3.8% | -17.9% | -15.5% |
| 30D | -5.5% | +8.1% | -13.6% | -8.9% |
| 3M | 0.0% | -28.6% | +28.6% | +9.3% |
| 6M | +11.3% | -33.6% | +44.9% | +23.9% |
| YTD | -7.7% | -23.8% | +16.1% | -2.4% |
| 1Y | +17.5% | -30.7% | +48.3% | +28.6% |
| 3Y | -25.4% | +41.5% | -66.9% | -41.1% |
| 5Y | -46.0% | +23.0% | -69.0% | -58.1% |
| 10Y | +80.1% | +236.0% | -155.9% | -15.6% |
| All | +80.1% | +244.9% | -164.9% | -15.6% |
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 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