+5,760.6%
CRM vs DKS
+1,006.8%
+4,753.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | -4.4% | -3.0% | -1.5% | -3.5% |
| 30D | +28.1% | -33.4% | +61.5% | +42.8% |
| 3M | +48.8% | -39.4% | +88.2% | +70.7% |
| 6M | +28.3% | -30.1% | +58.4% | +38.7% |
| YTD | -6.0% | -31.0% | +24.9% | +1.6% |
| 1Y | +1.4% | -40.2% | +41.6% | +14.3% |
| 3Y | +11.8% | +30.9% | -19.1% | -8.7% |
| 5Y | -2.0% | +14.0% | -16.0% | -20.5% |
| 10Y | +239.6% | +202.1% | +37.6% | +63.9% |
| All | +5,760.6% | +1,006.8% | +4,753.8% | +1,086.2% |
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