-35.9%
DKS vs CPB
-32.6%
-3.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | 0.0% |
| 7D | +3.0% | -8.6% | +11.6% | +4.2% |
| 30D | -30.5% | -7.2% | -23.3% | -29.5% |
| 3M | -35.7% | +0.9% | -36.6% | -34.8% |
| 6M | -29.7% | -11.8% | -17.9% | -28.4% |
| YTD | -28.9% | -19.4% | -9.4% | -27.4% |
| 1Y | -35.9% | -30.4% | -5.5% | -31.2% |
| All | -35.9% | -32.6% | -3.3% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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