+604.8%
CRS vs DKS
+30.4%
+574.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.6% |
| 7D | -6.8% | -2.0% | -4.7% | -6.4% |
| 30D | -16.1% | -32.7% | +16.6% | -9.6% |
| 3M | -21.2% | -38.8% | +17.6% | -13.2% |
| 6M | +8.7% | -29.4% | +38.1% | +14.8% |
| YTD | +41.0% | -30.3% | +71.3% | +48.7% |
| 1Y | +82.7% | -39.6% | +122.3% | +99.7% |
| 3Y | +604.8% | +32.2% | +572.6% | +529.4% |
| All | +604.8% | +30.4% | +574.4% | +529.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling