+73.2%
CVE vs DKS
-29.5%
+102.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.7% | -15.4% | -7.4% |
| 7D | -12.1% | +8.4% | -20.5% | -11.8% |
| 30D | -9.8% | +7.7% | -17.5% | -9.6% |
| 3M | -0.7% | -25.8% | +25.0% | -1.4% |
| 6M | -4.3% | -31.0% | +26.7% | -5.4% |
| YTD | +70.6% | -23.8% | +94.4% | +65.2% |
| 1Y | +73.2% | -29.8% | +103.0% | +71.2% |
| All | +73.2% | -29.5% | +102.6% | +71.2% |
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