+7.1%
CRM vs DKS
-32.3%
+39.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.9% |
| 7D | +1.3% | +3.0% | -1.7% | +1.1% |
| 30D | +34.3% | -30.5% | +64.9% | +35.7% |
| 3M | +37.7% | -35.7% | +73.4% | +39.1% |
| 6M | +34.9% | -29.7% | +64.6% | +35.4% |
| YTD | -1.6% | -28.9% | +27.2% | -1.7% |
| 1Y | +7.1% | -35.9% | +43.0% | +7.7% |
| All | +7.1% | -32.3% | +39.4% | +7.7% |
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