+73.2%
CVE vs DKS
+29.1%
+44.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.5% | +3.0% | -0.5% | +2.0% |
| 30D | +16.7% | -30.5% | +47.3% | +22.7% |
| 3M | +9.3% | -35.7% | +45.0% | +15.9% |
| 6M | +43.6% | -29.7% | +73.3% | +48.1% |
| YTD | +93.6% | -28.9% | +122.4% | +98.5% |
| 1Y | +98.8% | -35.9% | +134.6% | +108.4% |
| All | +73.2% | +29.1% | +44.0% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling