-4.4%
CLX vs DKS
+206.3%
-210.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -5.7% | -2.0% | -3.7% | -5.6% |
| 30D | -17.0% | -32.7% | +15.7% | -15.4% |
| 3M | -9.7% | -38.8% | +29.1% | -7.4% |
| 6M | -19.8% | -29.4% | +9.6% | -18.5% |
| YTD | -9.8% | -30.3% | +20.5% | -8.4% |
| 1Y | -26.2% | -39.6% | +13.4% | -24.5% |
| 3Y | -36.2% | +32.2% | -68.4% | -38.0% |
| 5Y | -38.3% | +15.1% | -53.5% | -40.6% |
| All | -4.4% | +206.3% | -210.7% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling