+135.5%
CVE vs DKS
+237.0%
-101.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | -10.0% | +9.4% | -19.4% | -12.2% |
| 30D | -11.9% | +9.8% | -21.6% | -14.3% |
| 3M | -5.9% | -29.3% | +23.3% | +0.4% |
| 6M | -1.6% | -32.6% | +31.0% | +5.4% |
| YTD | +66.3% | -22.6% | +88.8% | +70.0% |
| 1Y | +57.5% | -29.8% | +87.3% | +65.2% |
| 3Y | +65.4% | +43.2% | +22.2% | +36.3% |
| 5Y | +144.2% | +29.8% | +114.4% | +94.3% |
| 10Y | +135.5% | +236.7% | -101.2% | -2.9% |
| All | +135.5% | +237.0% | -101.5% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling