-0.9%
CMS vs DKS
-40.1%
+39.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +0.2% | -2.9% | +3.1% | +0.2% |
| 30D | -1.3% | -37.7% | +36.4% | -0.3% |
| 3M | -5.4% | -38.9% | +33.5% | -4.3% |
| 6M | -10.3% | -31.1% | +20.8% | -9.3% |
| YTD | -0.2% | -31.8% | +31.6% | +1.0% |
| 1Y | -0.9% | -38.0% | +37.2% | +0.5% |
| All | -0.9% | -40.1% | +39.2% | +0.5% |
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