+31.5%
CP vs DKS
+9.4%
+22.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.2% |
| 7D | +2.4% | -0.4% | +2.9% | +2.5% |
| 30D | -0.5% | -36.6% | +36.1% | +5.7% |
| 3M | +1.4% | -37.6% | +39.0% | +7.9% |
| 6M | +10.3% | -32.1% | +42.4% | +15.3% |
| YTD | +24.3% | -32.3% | +56.6% | +29.9% |
| 1Y | +20.4% | -39.5% | +59.9% | +27.9% |
| 3Y | +21.8% | +27.7% | -5.9% | +13.6% |
| 5Y | +31.5% | +15.0% | +16.5% | +17.0% |
| All | +31.5% | +9.4% | +22.1% | +17.0% |
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