+4,005.7%
CMG vs DKS
+906.2%
+3,099.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -3.8% | -4.7% | +0.9% | -2.5% |
| 30D | +12.9% | -35.1% | +48.0% | +25.8% |
| 3M | +18.8% | -37.7% | +56.5% | +33.3% |
| 6M | +4.1% | -30.7% | +34.8% | +12.3% |
| YTD | -2.4% | -31.9% | +29.6% | +5.8% |
| 1Y | -6.7% | -40.0% | +33.3% | +4.7% |
| 3Y | -7.1% | +28.4% | -35.5% | -22.3% |
| 5Y | -5.0% | +12.4% | -17.4% | -21.9% |
| 10Y | +323.5% | +197.8% | +125.7% | +111.6% |
| All | +4,005.7% | +906.2% | +3,099.4% | +774.2% |
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