-47.8%
CLF vs DKS
+11.8%
-59.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +7.6% | +3.0% | +4.6% | +6.6% |
| 30D | -1.2% | -30.5% | +29.4% | +8.1% |
| 3M | -13.4% | -35.7% | +22.3% | -3.1% |
| 6M | +15.4% | -29.7% | +45.1% | +24.6% |
| YTD | -5.9% | -28.9% | +23.0% | +1.6% |
| 1Y | +18.8% | -35.9% | +54.7% | +32.0% |
| 3Y | -19.4% | +28.2% | -47.6% | -29.1% |
| All | -47.8% | +11.8% | -59.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling