+2,953.7%
CLS vs DKS
+199.2%
+2,754.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +5.0% | -4.7% | +9.7% | +6.2% |
| 30D | +4.8% | -35.1% | +39.8% | +15.2% |
| 3M | -10.4% | -37.7% | +27.3% | -0.9% |
| 6M | +20.8% | -30.7% | +51.6% | +29.2% |
| YTD | +10.0% | -31.9% | +41.9% | +18.0% |
| 1Y | +28.5% | -40.0% | +68.5% | +42.5% |
| 3Y | +1,292.2% | +28.4% | +1,263.8% | +1,138.1% |
| 5Y | +3,616.8% | +12.4% | +3,604.4% | +3,142.2% |
| All | +2,953.7% | +199.2% | +2,754.5% | +1,546.1% |
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