+503.2%
CMI vs DKS
+206.3%
+296.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.7% |
| 7D | -0.7% | -2.0% | +1.3% | -0.3% |
| 30D | -12.4% | -32.7% | +20.3% | -6.1% |
| 3M | -14.8% | -38.8% | +24.0% | -7.1% |
| 6M | +0.8% | -29.4% | +30.2% | +6.3% |
| YTD | +10.2% | -30.3% | +40.5% | +16.5% |
| 1Y | +37.4% | -39.6% | +77.0% | +49.3% |
| 3Y | +153.3% | +32.2% | +121.1% | +127.8% |
| 5Y | +167.6% | +15.1% | +152.5% | +136.7% |
| All | +503.2% | +206.3% | +296.9% | +282.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling