+6,351.8%
DKS vs CPB
+103.6%
+6,248.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.1% |
| 7D | +1.3% | -4.1% | +5.4% | +2.5% |
| 30D | +8.9% | +16.9% | -8.0% | +4.1% |
| 3M | -26.4% | -0.6% | -25.8% | -26.3% |
| 6M | -31.1% | +11.4% | -42.4% | -33.4% |
| YTD | -22.8% | -14.8% | -8.0% | -20.1% |
| 1Y | -29.5% | -24.8% | -4.7% | -24.3% |
| 3Y | +42.8% | -36.6% | +79.4% | +57.3% |
| 5Y | +29.2% | -33.3% | +62.5% | +38.0% |
| 10Y | +235.0% | -40.4% | +275.3% | +248.4% |
| All | +6,351.8% | +103.6% | +6,248.2% | +3,842.3% |
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 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