+611.1%
CLF vs DKS
+6,292.4%
-5,681.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +7.6% | +3.0% | +4.6% | +6.1% |
| 30D | -1.2% | -30.5% | +29.4% | +12.4% |
| 3M | -13.4% | -35.7% | +22.3% | +1.7% |
| 6M | +15.4% | -29.7% | +45.1% | +28.9% |
| YTD | -5.9% | -28.9% | +23.0% | +4.9% |
| 1Y | +18.8% | -35.9% | +54.7% | +37.9% |
| 3Y | -19.4% | +28.2% | -47.6% | -36.8% |
| 5Y | -47.7% | +11.8% | -59.5% | -60.5% |
| 10Y | +130.4% | +211.6% | -81.2% | -12.6% |
| All | +611.1% | +6,292.4% | -5,681.3% | +4.7% |
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