+199.6%
DKS vs CPAY
+155.2%
+44.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -2.0% | -2.0% | -0.1% | -1.2% |
| 30D | -32.7% | -0.4% | -32.4% | -32.6% |
| 3M | -38.8% | +16.4% | -55.1% | -42.9% |
| 6M | -29.4% | +23.5% | -53.0% | -36.4% |
| YTD | -30.3% | +35.7% | -66.0% | -40.6% |
| 1Y | -39.6% | +30.2% | -69.8% | -47.7% |
| 3Y | +32.2% | +49.7% | -17.5% | +6.7% |
| 5Y | +15.1% | +56.6% | -41.4% | -10.9% |
| All | +199.6% | +155.2% | +44.4% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling