+66.3%
CTAS vs DKS
+28.7%
+37.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.6% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -1.0% | -36.6% | +35.6% | +3.8% |
| 3M | +15.8% | -37.6% | +53.4% | +21.6% |
| 6M | -1.0% | -32.1% | +31.1% | +2.6% |
| YTD | +7.4% | -32.3% | +39.7% | +11.2% |
| 1Y | -0.1% | -39.5% | +39.4% | +4.7% |
| 3Y | +66.3% | +27.7% | +38.6% | +51.0% |
| All | +66.3% | +28.7% | +37.6% | +51.0% |
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