+3,682.3%
CLS vs DKS
+15.5%
+3,666.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +20.1% | -2.9% | +23.0% | +21.0% |
| 30D | +6.0% | -37.7% | +43.8% | +18.7% |
| 3M | -10.3% | -38.9% | +28.6% | +0.3% |
| 6M | +24.5% | -31.1% | +55.6% | +33.5% |
| YTD | +12.9% | -31.8% | +44.7% | +21.1% |
| 1Y | +36.7% | -38.0% | +74.7% | +50.6% |
| 3Y | +1,328.1% | +28.6% | +1,299.5% | +1,177.7% |
| 5Y | +3,682.3% | +12.5% | +3,669.8% | +3,402.4% |
| All | +3,682.3% | +15.5% | +3,666.8% | +3,402.4% |
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