+130.1%
CVE vs DKS
+244.9%
-114.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.7% |
| 7D | -10.1% | +3.8% | -13.9% | -11.2% |
| 30D | -12.1% | +8.1% | -20.2% | -14.2% |
| 3M | -1.9% | -28.6% | +26.7% | +4.5% |
| 6M | -1.8% | -33.6% | +31.8% | +5.5% |
| YTD | +65.8% | -23.8% | +89.6% | +70.2% |
| 1Y | +60.8% | -30.7% | +91.6% | +69.2% |
| 3Y | +70.1% | +41.5% | +28.6% | +40.6% |
| 5Y | +134.8% | +23.0% | +111.7% | +90.0% |
| 10Y | +130.1% | +236.0% | -105.9% | -4.3% |
| All | +130.1% | +244.9% | -114.8% | -4.3% |
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