-0.8%
CRM vs DKS
+14.7%
-15.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +1.3% |
| 7D | -4.4% | -2.0% | -2.4% | -3.9% |
| 30D | +28.1% | -32.7% | +60.9% | +39.6% |
| 3M | +48.8% | -38.8% | +87.6% | +66.1% |
| 6M | +28.3% | -29.4% | +57.7% | +36.0% |
| YTD | -6.0% | -30.3% | +24.3% | -0.4% |
| 1Y | +1.4% | -39.6% | +41.0% | +11.7% |
| 3Y | +11.8% | +32.2% | -20.3% | -11.1% |
| All | -0.8% | +14.7% | -15.6% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling