-63.1%
CSGP vs DKS
+26.5%
-89.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.2% |
| 7D | +1.3% | +6.3% | -5.0% | 0.0% |
| 30D | +2.8% | +9.3% | -6.5% | +1.0% |
| 3M | -6.3% | -25.3% | +19.0% | -1.8% |
| 6M | -3.2% | -29.2% | +26.0% | +2.4% |
| YTD | -54.0% | -22.7% | -31.2% | -52.5% |
| 1Y | -54.8% | -30.1% | -24.7% | -52.4% |
| 3Y | -60.6% | +45.6% | -106.2% | -67.1% |
| All | -63.1% | +26.5% | -89.5% | -72.2% |
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 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