+1,774.3%
CSGP vs DKS
+6,442.1%
-4,667.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | -0.5% |
| 7D | +13.9% | -0.7% | +14.5% | +14.0% |
| 30D | +16.0% | +4.6% | +11.4% | +14.9% |
| 3M | +6.1% | -28.9% | +35.0% | +13.6% |
| 6M | -8.2% | -33.5% | +25.4% | -0.5% |
| YTD | -52.3% | -27.2% | -25.1% | -49.8% |
| 1Y | -54.5% | -33.8% | -20.7% | -51.0% |
| 3Y | -58.6% | +31.5% | -90.1% | -64.3% |
| 5Y | -61.5% | +22.5% | -84.0% | -67.9% |
| 10Y | +74.7% | +231.0% | -156.4% | -3.5% |
| All | +1,774.3% | +6,442.1% | -4,667.8% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling