+349.7%
CLX vs DKS
+6,292.4%
-5,942.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| 3M | +5.0% | -35.7% | +40.7% | +8.7% |
| 6M | -18.8% | -29.7% | +10.9% | -16.8% |
| YTD | -4.4% | -28.9% | +24.5% | -2.2% |
| 1Y | -21.9% | -35.9% | +14.0% | -19.4% |
| 3Y | -32.8% | +28.2% | -60.9% | -36.0% |
| 5Y | -34.6% | +11.8% | -46.4% | -38.2% |
| 10Y | -4.7% | +211.6% | -216.3% | -21.8% |
| All | +349.7% | +6,292.4% | -5,942.7% | +174.3% |
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