+988.7%
CVS vs DKS
+6,292.4%
-5,303.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +4.0% | +3.0% | +0.9% | +3.4% |
| 30D | -2.4% | -30.5% | +28.1% | +2.4% |
| 3M | +2.7% | -35.7% | +38.3% | +8.9% |
| 6M | +21.9% | -29.7% | +51.6% | +27.0% |
| YTD | +24.7% | -28.9% | +53.6% | +29.4% |
| 1Y | +35.4% | -35.9% | +71.3% | +42.4% |
| 3Y | +65.2% | +28.2% | +37.0% | +48.6% |
| 5Y | +30.5% | +11.8% | +18.7% | +15.5% |
| 10Y | +40.4% | +211.6% | -171.2% | -7.2% |
| All | +988.7% | +6,292.4% | -5,303.7% | +316.2% |
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 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