+2,029.3%
CLS vs DKS
+217.6%
+1,811.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +5.3% |
| 7D | +23.5% | +3.3% | +20.3% | +22.5% |
| 30D | -28.9% | +5.9% | -34.8% | -30.5% |
| 3M | -25.2% | -27.4% | +2.3% | -20.8% |
| 6M | -32.1% | -32.6% | +0.5% | -27.2% |
| YTD | -14.1% | -24.8% | +10.8% | -11.0% |
| 1Y | -24.1% | -32.8% | +8.8% | -18.9% |
| 3Y | +897.0% | +39.1% | +857.9% | +760.5% |
| 5Y | +2,089.9% | +25.0% | +2,064.9% | +1,742.9% |
| All | +2,029.3% | +217.6% | +1,811.7% | +989.7% |
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 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