-22.3%
DKS vs CAI
-8.1%
-14.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.9% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -36.6% | +9.1% | -45.8% | -37.0% |
| 3M | -37.6% | +53.8% | -91.4% | -38.7% |
| 6M | -32.1% | +33.5% | -65.6% | -33.2% |
| YTD | -32.3% | -8.0% | -24.3% | -32.5% |
| 1Y | -39.5% | -28.7% | -10.8% | -39.8% |
| All | -22.3% | -8.1% | -14.2% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling