+89.9%
CVE vs DKS
+680.6%
-590.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.5% | +3.0% | -0.5% | +1.6% |
| 30D | +16.7% | -30.5% | +47.3% | +26.5% |
| 3M | +9.3% | -35.7% | +45.0% | +20.2% |
| 6M | +43.6% | -29.7% | +73.3% | +52.6% |
| YTD | +93.6% | -28.9% | +122.4% | +104.4% |
| 1Y | +98.8% | -35.9% | +134.6% | +115.2% |
| 3Y | +73.6% | +28.2% | +45.4% | +47.4% |
| 5Y | +312.5% | +11.8% | +300.7% | +241.2% |
| 10Y | +161.0% | +211.6% | -50.6% | +32.0% |
| All | +89.9% | +680.6% | -590.6% | -37.3% |
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