-63.2%
CSGP vs DKS
+21.0%
-84.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | +1.3% | -2.1% | +3.4% | +1.7% |
| 30D | +10.7% | +7.3% | +3.3% | +9.3% |
| 3M | +3.3% | -28.4% | +31.7% | +9.4% |
| 6M | -10.3% | -36.9% | +26.6% | -2.7% |
| YTD | -54.6% | -27.3% | -27.2% | -52.5% |
| 1Y | -54.6% | -33.2% | -21.4% | -51.7% |
| 3Y | -60.3% | +32.2% | -92.5% | -66.1% |
| All | -63.2% | +21.0% | -84.2% | -71.5% |
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