+82.7%
CRS vs DKS
-39.2%
+121.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -6.8% | -3.0% | -3.8% | -6.5% |
| 30D | -16.1% | -33.4% | +17.2% | -11.9% |
| 3M | -21.2% | -39.4% | +18.2% | -16.0% |
| 6M | +8.7% | -30.1% | +38.8% | +12.2% |
| YTD | +41.0% | -31.0% | +71.9% | +44.5% |
| 1Y | +82.7% | -40.2% | +122.8% | +95.7% |
| All | +82.7% | -39.2% | +121.8% | +95.7% |
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