+912.8%
CVS vs DKS
+6,842.3%
-5,929.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.9% |
| 7D | +6.6% | +6.3% | +0.3% | +5.5% |
| 30D | -0.4% | +9.3% | -9.7% | -2.2% |
| 3M | -5.3% | -25.3% | +20.0% | -2.2% |
| 6M | -7.7% | -29.2% | +21.5% | -4.2% |
| YTD | +16.0% | -22.7% | +38.8% | +18.2% |
| 1Y | +16.2% | -30.1% | +46.3% | +20.2% |
| 3Y | +47.6% | +45.6% | +1.9% | +29.5% |
| 5Y | +12.3% | +28.5% | -16.1% | -3.2% |
| 10Y | +62.4% | +235.2% | -172.8% | +5.8% |
| All | +912.8% | +6,842.3% | -5,929.5% | +280.2% |
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