+45.6%
DKS vs CPB
-35.1%
+80.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +2.4% |
| 7D | +6.3% | -1.6% | +7.9% | +6.5% |
| 30D | +9.3% | +19.2% | -9.9% | +7.3% |
| 3M | -25.3% | -0.9% | -24.3% | -25.4% |
| 6M | -29.2% | +15.2% | -44.4% | -29.6% |
| YTD | -22.7% | -13.1% | -9.7% | -22.5% |
| 1Y | -30.1% | -22.4% | -7.7% | -29.4% |
| 3Y | +45.6% | -35.3% | +80.9% | +49.6% |
| All | +45.6% | -35.1% | +80.7% | +49.6% |
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