+1,808.0%
CMS vs DKS
+6,430.5%
-4,622.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -1.3% | -2.1% | +0.8% | -1.1% |
| 30D | +6.3% | +7.3% | -1.0% | +5.4% |
| 3M | -2.1% | -28.4% | +26.4% | +0.8% |
| 6M | -5.1% | -36.9% | +31.8% | -1.0% |
| YTD | +1.3% | -27.3% | +28.6% | +3.6% |
| 1Y | -1.4% | -33.2% | +31.8% | +1.8% |
| 3Y | +36.9% | +32.2% | +4.8% | +26.2% |
| 5Y | +32.5% | +22.3% | +10.3% | +19.6% |
| 10Y | +126.8% | +230.5% | -103.7% | +62.4% |
| All | +1,808.0% | +6,430.5% | -4,622.5% | +581.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling