+31.7%
CVS vs DKS
-40.0%
+71.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.0% | -4.7% | +2.8% | -1.8% |
| 30D | +1.9% | -35.1% | +37.0% | +3.1% |
| 3M | -2.2% | -37.7% | +35.5% | -0.9% |
| 6M | +26.7% | -30.7% | +57.5% | +28.2% |
| YTD | +22.9% | -31.9% | +54.8% | +24.1% |
| All | +31.7% | -40.0% | +71.7% | +34.2% |
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