+65.8%
CVE vs DKS
-30.6%
+96.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.7% |
| 7D | +5.9% | +6.3% | -0.4% | +6.1% |
| 30D | -10.9% | +9.3% | -20.2% | -10.6% |
| 3M | -4.5% | -25.3% | +20.8% | -5.3% |
| 6M | -1.0% | -29.2% | +28.2% | -2.2% |
| YTD | +74.7% | -22.7% | +97.5% | +69.0% |
| 1Y | +65.8% | -30.1% | +95.9% | +64.5% |
| All | +65.8% | -30.6% | +96.5% | +64.5% |
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