+415.7%
DKS vs CPAY
+1,524.4%
-1,108.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.9% | -2.5% | -0.4% | -1.9% |
| 30D | -37.7% | +1.3% | -39.0% | -38.0% |
| 3M | -38.9% | +13.5% | -52.4% | -42.1% |
| 6M | -31.1% | +24.7% | -55.8% | -37.7% |
| YTD | -31.8% | +34.9% | -66.8% | -41.0% |
| 1Y | -38.0% | +29.7% | -67.7% | -45.7% |
| 3Y | +28.6% | +49.4% | -20.8% | +5.9% |
| 5Y | +12.5% | +53.5% | -40.9% | -10.1% |
| 10Y | +198.3% | +152.5% | +45.9% | +93.0% |
| All | +415.7% | +1,524.4% | -1,108.6% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling