-34.0%
CLF vs DKS
+31.1%
-65.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -19.6% | -2.1% | -17.5% | -19.2% |
| 30D | -5.0% | +7.3% | -12.3% | -7.5% |
| 3M | -6.3% | -28.4% | +22.1% | +1.3% |
| 6M | +2.8% | -36.9% | +39.7% | +15.7% |
| YTD | -13.7% | -27.3% | +13.6% | -8.0% |
| 1Y | +13.6% | -33.2% | +46.8% | +24.6% |
| 3Y | -34.0% | +32.2% | -66.1% | -48.4% |
| All | -34.0% | +31.1% | -65.1% | -48.4% |
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