+115.8%
CMS vs DKS
+196.9%
-81.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.7% |
| 7D | +1.2% | -0.4% | +1.7% | +1.2% |
| 30D | -3.2% | -36.6% | +33.5% | -1.2% |
| 3M | -2.2% | -37.6% | +35.4% | -0.2% |
| 6M | -9.4% | -32.1% | +22.6% | -8.0% |
| YTD | +0.7% | -32.3% | +33.0% | +2.2% |
| 1Y | +0.4% | -39.5% | +39.8% | +2.4% |
| 3Y | +35.2% | +27.7% | +7.5% | +30.0% |
| 5Y | +24.1% | +15.0% | +9.1% | +18.6% |
| 10Y | +115.8% | +192.6% | -76.8% | +77.8% |
| All | +115.8% | +196.9% | -81.1% | +77.8% |
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