+1,765.7%
CLS vs DKS
+6,856.2%
-5,090.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | -0.1% |
| 7D | -13.9% | +9.4% | -23.3% | -16.4% |
| 30D | -38.2% | +9.8% | -47.9% | -40.5% |
| 3M | -28.8% | -29.3% | +0.4% | -23.5% |
| 6M | -40.4% | -32.6% | -7.8% | -35.5% |
| YTD | -24.3% | -22.6% | -1.7% | -21.9% |
| 1Y | -35.0% | -29.8% | -5.2% | -31.0% |
| 3Y | +778.7% | +43.2% | +735.5% | +624.6% |
| 5Y | +1,884.8% | +29.8% | +1,855.0% | +1,485.4% |
| 10Y | +1,761.1% | +236.7% | +1,524.4% | +833.5% |
| All | +1,765.7% | +6,856.2% | -5,090.4% | +274.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling