+3,158.0%
CP vs DKS
+6,856.2%
-3,698.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.6% |
| 7D | +2.8% | +9.4% | -6.6% | +0.6% |
| 30D | +11.0% | +9.8% | +1.3% | +8.5% |
| 3M | +3.8% | -29.3% | +33.1% | +10.4% |
| 6M | +9.5% | -32.6% | +42.0% | +17.1% |
| YTD | +28.2% | -22.6% | +50.8% | +32.3% |
| 1Y | +33.0% | -29.8% | +62.8% | +40.2% |
| 3Y | +35.5% | +43.2% | -7.7% | +15.9% |
| 5Y | +25.8% | +29.8% | -4.0% | +4.3% |
| 10Y | +250.7% | +236.7% | +14.0% | +97.7% |
| All | +3,158.0% | +6,856.2% | -3,698.2% | +864.3% |
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