+1,833.8%
CMS vs DKS
+6,749.1%
-4,915.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.3% | 0.0% |
| 7D | -0.9% | +3.8% | -4.7% | -1.4% |
| 30D | +7.1% | +8.1% | -1.0% | +6.0% |
| 3M | -1.3% | -28.6% | +27.3% | +1.6% |
| 6M | -2.7% | -33.6% | +30.9% | +0.9% |
| YTD | +2.6% | -23.8% | +26.4% | +4.4% |
| 1Y | -2.0% | -30.7% | +28.7% | +0.7% |
| 3Y | +39.6% | +41.5% | -1.9% | +27.6% |
| 5Y | +35.3% | +23.0% | +12.3% | +22.2% |
| 10Y | +132.3% | +236.0% | -103.6% | +66.4% |
| All | +1,833.8% | +6,749.1% | -4,915.3% | +587.2% |
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