+2,005.0%
CLS vs DKS
+29.6%
+1,975.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.6% |
| 7D | +2.8% | +1.3% | +1.4% | +2.6% |
| 30D | -30.1% | +8.9% | -39.0% | -32.1% |
| 3M | -21.7% | -26.4% | +4.6% | -17.0% |
| 6M | -36.2% | -31.1% | -5.2% | -31.6% |
| YTD | -17.8% | -22.8% | +5.0% | -15.3% |
| 1Y | -26.8% | -29.5% | +2.7% | -22.6% |
| 3Y | +853.4% | +42.8% | +810.6% | +725.2% |
| 5Y | +2,005.0% | +29.2% | +1,975.9% | +1,563.1% |
| All | +2,005.0% | +29.6% | +1,975.5% | +1,563.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling