+32.0%
CTVA vs DKS
-29.5%
+61.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.7% | -4.5% | +2.9% |
| 7D | +8.2% | +8.4% | -0.2% | +7.8% |
| 30D | -1.0% | +7.7% | -8.7% | -1.3% |
| 3M | +4.6% | -25.8% | +30.3% | +6.4% |
| 6M | +0.5% | -31.0% | +31.5% | +2.8% |
| YTD | +22.7% | -23.8% | +46.5% | +23.9% |
| 1Y | +32.0% | -29.8% | +61.8% | +34.4% |
| All | +32.0% | -29.5% | +61.5% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling