+25.4%
DKS vs CLBK
+27.8%
-2.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +6.3% | +0.9% | +5.4% | +6.0% |
| 30D | +9.3% | +3.4% | +5.9% | +8.2% |
| 3M | -25.3% | -4.3% | -21.0% | -24.2% |
| 6M | -29.2% | +28.4% | -57.5% | -34.6% |
| YTD | -22.7% | +59.4% | -82.1% | -33.4% |
| 1Y | -30.1% | +64.8% | -94.9% | -40.3% |
| 3Y | +45.6% | +50.6% | -5.0% | +25.3% |
| All | +25.4% | +27.8% | -2.4% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling