+33.2%
CP vs DKS
-30.6%
+63.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.8% |
| 7D | +2.1% | +6.3% | -4.2% | +1.4% |
| 30D | +9.3% | +9.3% | 0.0% | +8.1% |
| 3M | +0.5% | -25.3% | +25.7% | +3.3% |
| 6M | +10.4% | -29.2% | +39.6% | +13.6% |
| YTD | +28.7% | -22.7% | +51.4% | +30.5% |
| 1Y | +33.2% | -30.1% | +63.3% | +37.8% |
| All | +33.2% | -30.6% | +63.8% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling