+24.4%
CP vs DKS
+21.0%
+3.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +2.8% | -2.1% | +4.9% | +3.1% |
| 30D | +10.2% | +7.3% | +2.9% | +8.9% |
| 3M | +2.4% | -28.4% | +30.8% | +6.5% |
| 6M | +7.7% | -36.9% | +44.6% | +14.1% |
| YTD | +26.0% | -27.3% | +53.3% | +30.1% |
| 1Y | +34.6% | -33.2% | +67.9% | +40.9% |
| 3Y | +26.7% | +32.2% | -5.5% | +17.0% |
| All | +24.4% | +21.0% | +3.4% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling