+62.8%
CVE vs DKS
+698.8%
-636.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -1.6% |
| 7D | -14.1% | -0.7% | -13.4% | -14.1% |
| 30D | -11.6% | +4.6% | -16.2% | -13.1% |
| 3M | 0.0% | -28.9% | +29.0% | +6.8% |
| 6M | -8.4% | -33.5% | +25.2% | -1.4% |
| YTD | +65.9% | -27.2% | +93.1% | +72.7% |
| 1Y | +69.4% | -33.8% | +103.2% | +80.9% |
| 3Y | +55.9% | +31.5% | +24.4% | +30.7% |
| 5Y | +146.2% | +22.5% | +123.7% | +97.2% |
| 10Y | +140.6% | +231.0% | -90.4% | +18.8% |
| All | +62.8% | +698.8% | -636.1% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling