+61.8%
CVE vs DKS
+697.4%
-635.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -16.1% | -2.1% | -14.0% | -15.9% |
| 30D | -10.4% | +7.3% | -17.7% | -12.5% |
| 3M | -2.4% | -28.4% | +26.1% | +4.1% |
| 6M | -4.4% | -36.9% | +32.5% | +4.5% |
| YTD | +64.9% | -27.3% | +92.3% | +71.7% |
| 1Y | +66.0% | -33.2% | +99.3% | +76.8% |
| 3Y | +57.7% | +32.2% | +25.5% | +32.0% |
| 5Y | +144.7% | +22.3% | +122.5% | +96.1% |
| 10Y | +139.2% | +230.5% | -91.2% | +18.1% |
| All | +61.8% | +697.4% | -635.6% | -47.3% |
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