-20.7%
DKS vs CAI
-9.9%
-10.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.4% |
| 7D | -3.0% | -2.9% | 0.0% | -3.0% |
| 30D | -33.4% | +9.3% | -42.7% | -33.8% |
| 3M | -39.4% | +35.2% | -74.6% | -40.2% |
| 6M | -30.1% | +30.7% | -60.8% | -31.2% |
| YTD | -31.0% | -9.8% | -21.2% | -31.2% |
| 1Y | -40.2% | -28.9% | -11.3% | -40.4% |
| All | -20.7% | -9.9% | -10.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling