+57.5%
CVE vs DKS
-30.4%
+87.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | -10.0% | +9.4% | -19.4% | -9.7% |
| 30D | -11.9% | +9.8% | -21.6% | -11.6% |
| 3M | -5.9% | -29.3% | +23.3% | -7.4% |
| 6M | -1.6% | -32.6% | +31.0% | -2.8% |
| YTD | +66.3% | -22.6% | +88.8% | +61.0% |
| 1Y | +57.5% | -29.8% | +87.3% | +56.0% |
| All | +57.5% | -30.4% | +87.9% | +56.0% |
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