+31.8%
CLS vs DKS
-38.1%
+69.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | +20.1% | -2.9% | +23.0% | +20.3% |
| 30D | +6.0% | -37.7% | +43.8% | +12.1% |
| 3M | -10.3% | -38.9% | +28.6% | -5.7% |
| 6M | +24.5% | -31.1% | +55.6% | +25.2% |
| YTD | +12.9% | -31.8% | +44.7% | +13.6% |
| All | +31.8% | -38.1% | +69.9% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling