+73.9%
CTVA vs DKS
+30.4%
+43.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | -4.5% | -2.0% | -2.5% | -4.3% |
| 30D | +11.3% | -32.7% | +44.1% | +15.9% |
| 3M | +12.3% | -38.8% | +51.1% | +18.3% |
| 6M | +7.2% | -29.4% | +36.6% | +10.2% |
| YTD | +26.0% | -30.3% | +56.3% | +29.7% |
| 1Y | +16.0% | -39.6% | +55.6% | +21.6% |
| 3Y | +73.9% | +32.2% | +41.7% | +40.6% |
| All | +73.9% | +30.4% | +43.5% | +40.6% |
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