+260.5%
CP vs DKS
+226.4%
+34.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.9% |
| 7D | +2.1% | +6.3% | -4.2% | +1.1% |
| 30D | +9.3% | +9.3% | 0.0% | +7.6% |
| 3M | +0.5% | -25.3% | +25.7% | +4.1% |
| 6M | +10.4% | -29.2% | +39.6% | +15.1% |
| YTD | +28.7% | -22.7% | +51.4% | +31.8% |
| 1Y | +33.2% | -30.1% | +63.3% | +38.7% |
| 3Y | +38.4% | +45.6% | -7.2% | +24.1% |
| 5Y | +26.2% | +28.5% | -2.3% | +11.3% |
| All | +260.5% | +226.4% | +34.1% | +130.2% |
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 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