-35.9%
DKS vs CPAY
+29.9%
-65.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.3% |
| 7D | +3.0% | +2.1% | +0.9% | +2.6% |
| 30D | -30.5% | +5.5% | -36.1% | -31.3% |
| 3M | -35.7% | +16.6% | -52.3% | -37.6% |
| 6M | -29.7% | +26.7% | -56.4% | -33.1% |
| YTD | -28.9% | +38.4% | -67.2% | -34.5% |
| 1Y | -35.9% | +30.1% | -66.0% | -41.0% |
| All | -35.9% | +29.9% | -65.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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