-21.8%
CRH vs DKS
-38.6%
+16.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | -6.1% | -2.0% | -4.0% | -5.7% |
| 30D | -9.3% | -32.7% | +23.5% | -2.7% |
| 3M | -15.2% | -38.8% | +23.6% | -6.8% |
| 6M | -14.2% | -29.4% | +15.2% | -8.8% |
| YTD | -28.3% | -30.3% | +2.1% | -23.2% |
| 1Y | -21.8% | -39.6% | +17.8% | -15.9% |
| All | -21.8% | -38.6% | +16.8% | -15.9% |
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