+1,312.5%
CLS vs DKS
+28.7%
+1,283.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.9% | +10.5% | +7.1% |
| 7D | +12.8% | -0.4% | +13.2% | +12.7% |
| 30D | +3.8% | -36.6% | +40.4% | +17.4% |
| 3M | -14.6% | -37.6% | +23.0% | -4.0% |
| 6M | +32.2% | -32.1% | +64.3% | +43.0% |
| YTD | +11.6% | -32.3% | +43.9% | +20.4% |
| 1Y | +35.1% | -39.5% | +74.5% | +51.7% |
| 3Y | +1,312.5% | +27.7% | +1,284.9% | +1,094.7% |
| All | +1,312.5% | +28.7% | +1,283.9% | +1,094.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling