+1.4%
CRM vs DKS
-38.6%
+40.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +1.8% |
| 7D | -4.4% | -2.0% | -2.4% | -4.3% |
| 30D | +28.1% | -32.7% | +60.9% | +29.9% |
| 3M | +48.8% | -38.8% | +87.6% | +50.8% |
| 6M | +28.3% | -29.4% | +57.7% | +28.6% |
| YTD | -6.0% | -30.3% | +24.3% | -5.9% |
| 1Y | +1.4% | -39.6% | +41.0% | +2.0% |
| All | +1.4% | -38.6% | +40.0% | +2.0% |
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 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