+140.2%
CMS vs DKS
+226.4%
-86.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | +1.7% | +6.3% | -4.6% | +1.4% |
| 30D | +6.2% | +9.3% | -3.1% | +5.7% |
| 3M | +0.6% | -25.3% | +25.9% | +1.7% |
| 6M | -1.8% | -29.2% | +27.4% | -0.5% |
| YTD | +3.8% | -22.7% | +26.6% | +4.6% |
| 1Y | -1.8% | -30.1% | +28.3% | -0.6% |
| 3Y | +39.8% | +45.6% | -5.8% | +33.6% |
| 5Y | +37.1% | +28.5% | +8.6% | +30.4% |
| All | +140.2% | +226.4% | -86.3% | +93.0% |
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