+5,845.5%
DKS vs CPB
+92.6%
+5,752.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.5% |
| 7D | +3.0% | -8.6% | +11.6% | +5.5% |
| 30D | -30.5% | -7.2% | -23.3% | -28.9% |
| 3M | -35.7% | +0.9% | -36.6% | -35.9% |
| 6M | -29.7% | -11.8% | -17.9% | -27.5% |
| YTD | -28.9% | -19.4% | -9.4% | -25.0% |
| 1Y | -35.9% | -30.4% | -5.5% | -29.6% |
| 3Y | +28.2% | -40.2% | +68.3% | +43.8% |
| 5Y | +11.8% | -39.5% | +51.3% | +23.3% |
| 10Y | +211.6% | -47.4% | +259.0% | +240.5% |
| All | +5,845.5% | +92.6% | +5,752.9% | +3,599.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling