+37.4%
CMI vs DKS
-38.6%
+76.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.9% |
| 7D | -0.7% | -2.0% | +1.3% | -0.5% |
| 30D | -12.4% | -32.7% | +20.3% | -7.3% |
| 3M | -14.8% | -38.8% | +24.0% | -8.1% |
| 6M | +0.8% | -29.4% | +30.2% | +3.7% |
| YTD | +10.2% | -30.3% | +40.5% | +14.4% |
| 1Y | +37.4% | -39.6% | +77.0% | +46.4% |
| All | +37.4% | -38.6% | +76.0% | +46.4% |
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