-29.8%
DKS vs CLBK
+65.7%
-95.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.8% | +7.3% |
| 7D | +8.4% | +4.6% | +3.8% | +6.4% |
| 30D | +7.7% | -1.5% | +9.2% | +8.3% |
| 3M | -25.8% | +4.4% | -30.1% | -26.9% |
| 6M | -31.0% | +31.7% | -62.7% | -39.5% |
| YTD | -23.8% | +58.7% | -82.5% | -40.2% |
| 1Y | -29.8% | +64.9% | -94.7% | -47.5% |
| All | -29.8% | +65.7% | -95.6% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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