+19.6%
CME vs DKS
-29.5%
+49.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.4% |
| 7D | +4.8% | +8.4% | -3.6% | +4.9% |
| 30D | +14.2% | +7.7% | +6.5% | +14.3% |
| 3M | +17.9% | -25.8% | +43.7% | +16.8% |
| 6M | +7.2% | -31.0% | +38.3% | +6.2% |
| YTD | +16.7% | -23.8% | +40.5% | +16.5% |
| 1Y | +19.6% | -29.8% | +49.4% | +18.7% |
| All | +19.6% | -29.5% | +49.0% | +18.7% |
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