+27.7%
DKS vs CPB
-40.5%
+68.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.6% | -5.0% |
| 7D | -0.4% | -8.2% | +7.8% | +0.4% |
| 30D | -36.6% | -5.6% | -31.0% | -36.1% |
| 3M | -37.6% | +3.0% | -40.6% | -37.4% |
| 6M | -32.1% | -12.7% | -19.4% | -31.1% |
| YTD | -32.3% | -18.0% | -14.3% | -31.2% |
| 1Y | -39.5% | -31.7% | -7.8% | -37.5% |
| 3Y | +27.7% | -41.0% | +68.6% | +31.5% |
| All | +27.7% | -40.5% | +68.2% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling