+79.1%
CME vs DKS
+13.0%
+66.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.8% |
| 7D | -0.6% | -2.9% | +2.3% | -0.6% |
| 30D | +4.7% | -37.7% | +42.4% | +5.0% |
| 3M | +7.8% | -38.9% | +46.8% | +8.2% |
| 6M | -11.0% | -31.1% | +20.1% | -10.8% |
| YTD | +4.0% | -31.8% | +35.8% | +4.2% |
| 1Y | +9.1% | -38.0% | +47.2% | +9.4% |
| 3Y | +52.3% | +28.6% | +23.7% | +43.2% |
| All | +79.1% | +13.0% | +66.1% | +66.1% |
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