+75.1%
CME vs DKS
+29.6%
+45.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +2.5% | +1.3% | +1.2% | +2.5% |
| 30D | +13.9% | +8.9% | +5.0% | +13.9% |
| 3M | +22.4% | -26.4% | +48.7% | +22.5% |
| 6M | +12.9% | -31.1% | +43.9% | +13.1% |
| YTD | +19.6% | -22.8% | +42.4% | +19.6% |
| 1Y | +17.7% | -29.5% | +47.2% | +17.8% |
| 3Y | +65.3% | +42.8% | +22.5% | +55.9% |
| 5Y | +75.1% | +29.2% | +46.0% | +60.5% |
| All | +75.1% | +29.6% | +45.6% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling