+233.3%
CP vs DKS
+197.0%
+36.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +0.6% | -2.9% | +3.5% | +1.1% |
| 30D | -0.5% | -37.7% | +37.2% | +6.6% |
| 3M | +0.1% | -38.9% | +39.0% | +7.4% |
| 6M | +7.8% | -31.1% | +38.9% | +12.9% |
| YTD | +22.9% | -31.8% | +54.7% | +28.8% |
| 1Y | +21.3% | -38.0% | +59.4% | +28.9% |
| 3Y | +20.4% | +28.6% | -8.3% | +10.4% |
| 5Y | +34.9% | +12.5% | +22.4% | +21.9% |
| 10Y | +233.3% | +198.3% | +35.0% | +116.8% |
| All | +233.3% | +197.0% | +36.3% | +116.8% |
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