+153.3%
CMI vs DKS
+29.1%
+124.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -0.7% | -3.0% | +2.2% | -0.1% |
| 30D | -12.4% | -33.4% | +21.0% | -5.0% |
| 3M | -14.8% | -39.4% | +24.6% | -5.7% |
| 6M | +0.8% | -30.1% | +30.9% | +6.8% |
| YTD | +10.2% | -31.0% | +41.2% | +17.1% |
| 1Y | +37.4% | -40.2% | +77.6% | +51.2% |
| 3Y | +153.3% | +30.9% | +122.3% | +114.9% |
| All | +153.3% | +29.1% | +124.1% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling