-62.5%
CSGP vs DKS
+27.3%
-89.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.2% |
| 7D | -1.8% | +3.8% | -5.7% | -2.7% |
| 30D | +5.3% | +8.1% | -2.8% | +3.7% |
| 3M | +3.3% | -28.6% | +31.9% | +9.5% |
| 6M | -4.7% | -33.6% | +28.9% | +2.3% |
| YTD | -53.5% | -23.8% | -29.8% | -52.0% |
| 1Y | -53.7% | -30.7% | -23.0% | -51.1% |
| 3Y | -59.7% | +41.5% | -101.3% | -66.2% |
| 5Y | -62.5% | +23.0% | -85.5% | -71.1% |
| All | -62.5% | +27.3% | -89.8% | -71.1% |
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