+1,788.1%
CMS vs DKS
+6,292.4%
-4,504.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +0.4% | +3.0% | -2.6% | 0.0% |
| 30D | -3.6% | -30.5% | +26.9% | -0.3% |
| 3M | -1.9% | -35.7% | +33.8% | +2.3% |
| 6M | -11.0% | -29.7% | +18.7% | -8.3% |
| YTD | +0.2% | -28.9% | +29.1% | +2.9% |
| 1Y | -1.3% | -35.9% | +34.6% | +2.3% |
| 3Y | +35.9% | +28.2% | +7.8% | +25.8% |
| 5Y | +23.1% | +11.8% | +11.3% | +12.4% |
| 10Y | +117.9% | +211.6% | -93.7% | +57.6% |
| All | +1,788.1% | +6,292.4% | -4,504.3% | +577.6% |
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