+57.1%
CVE vs DKS
-31.4%
+88.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.6% |
| 7D | -10.1% | +3.8% | -13.9% | -9.8% |
| 30D | -12.1% | +8.1% | -20.2% | -11.9% |
| 3M | -1.9% | -28.6% | +26.7% | -3.1% |
| 6M | -1.8% | -33.6% | +31.8% | -3.1% |
| YTD | +65.8% | -23.8% | +89.6% | +60.4% |
| All | +57.1% | -31.4% | +88.5% | +55.5% |
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