+198.3%
DKS vs CPB
-44.2%
+242.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | -2.9% | -8.0% | +5.1% | -1.8% |
| 30D | -37.7% | -2.4% | -35.3% | -37.4% |
| 3M | -38.9% | +0.5% | -39.5% | -38.9% |
| 6M | -31.1% | -10.5% | -20.6% | -30.0% |
| YTD | -31.8% | -17.5% | -14.3% | -30.1% |
| 1Y | -38.0% | -31.0% | -7.0% | -34.8% |
| 3Y | +28.6% | -40.6% | +69.2% | +36.8% |
| 5Y | +12.5% | -37.7% | +50.3% | +18.7% |
| 10Y | +198.3% | -43.4% | +241.8% | +205.5% |
| All | +198.3% | -44.2% | +242.5% | +205.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling