-21.9%
CLX vs DKS
-32.3%
+10.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -9.2% | +3.0% | -12.2% | -9.5% |
| 30D | -11.0% | -30.5% | +19.5% | -8.0% |
| 3M | +5.0% | -35.7% | +40.7% | +9.5% |
| 6M | -18.8% | -29.7% | +10.9% | -16.2% |
| YTD | -4.4% | -28.9% | +24.5% | -1.7% |
| 1Y | -21.9% | -35.9% | +14.0% | -18.9% |
| All | -21.9% | -32.3% | +10.5% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling