+1,902.8%
CLS vs DKS
+6,842.3%
-4,939.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.3% |
| 7D | +16.3% | +6.3% | +10.0% | +14.0% |
| 30D | -25.7% | +9.3% | -35.0% | -28.4% |
| 3M | -30.9% | -25.3% | -5.6% | -27.0% |
| 6M | -35.5% | -29.2% | -6.3% | -31.4% |
| YTD | -18.7% | -22.7% | +4.0% | -16.2% |
| 1Y | -17.9% | -30.1% | +12.2% | -12.8% |
| 3Y | +838.1% | +45.6% | +792.5% | +668.5% |
| 5Y | +1,971.9% | +28.5% | +1,943.4% | +1,558.6% |
| 10Y | +1,907.9% | +235.2% | +1,672.6% | +907.4% |
| All | +1,902.8% | +6,842.3% | -4,939.4% | +302.1% |
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 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