+436.7%
CLX vs DKS
+6,842.3%
-6,405.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.9% |
| 7D | +9.5% | +6.3% | +3.2% | +8.9% |
| 30D | +30.7% | +9.3% | +21.4% | +29.6% |
| 3M | +4.2% | -25.3% | +29.5% | +6.4% |
| 6M | +22.1% | -29.2% | +51.3% | +25.0% |
| YTD | +14.1% | -22.7% | +36.8% | +15.7% |
| 1Y | +10.3% | -30.1% | +40.4% | +12.9% |
| 3Y | -7.8% | +45.6% | -53.4% | -13.4% |
| 5Y | -20.8% | +28.5% | -49.3% | -26.2% |
| 10Y | +31.9% | +235.2% | -203.3% | +7.5% |
| All | +436.7% | +6,842.3% | -6,405.6% | +224.5% |
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