+15.0%
DKS vs CPB
-38.5%
+53.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.6% | -5.1% |
| 7D | -0.4% | -8.2% | +7.8% | +0.7% |
| 30D | -36.6% | -5.6% | -31.0% | -36.0% |
| 3M | -37.6% | +3.0% | -40.6% | -37.6% |
| 6M | -32.1% | -12.7% | -19.4% | -30.8% |
| YTD | -32.3% | -18.0% | -14.3% | -30.6% |
| 1Y | -39.5% | -31.7% | -7.8% | -36.3% |
| 3Y | +27.7% | -41.0% | +68.6% | +34.4% |
| 5Y | +15.0% | -38.4% | +53.4% | +23.3% |
| All | +15.0% | -38.5% | +53.5% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling