+3,075.0%
CP vs DKS
+6,292.4%
-3,217.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -2.7% | +3.0% | -5.7% | -3.3% |
| 30D | +0.2% | -30.5% | +30.7% | +7.2% |
| 3M | +2.6% | -35.7% | +38.3% | +11.6% |
| 6M | +6.0% | -29.7% | +35.7% | +12.4% |
| YTD | +24.9% | -28.9% | +53.8% | +31.9% |
| 1Y | +20.1% | -35.9% | +56.0% | +29.5% |
| 3Y | +16.4% | +28.2% | -11.8% | +2.4% |
| 5Y | +31.7% | +11.8% | +19.9% | +13.2% |
| 10Y | +223.9% | +211.6% | +12.3% | +86.1% |
| All | +3,075.0% | +6,292.4% | -3,217.4% | +861.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling