-29.8%
DKS vs CRL
+85.3%
-115.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -7.3% | +15.0% | +8.4% |
| 7D | +8.4% | -12.8% | +21.2% | +10.0% |
| 30D | +7.7% | +5.0% | +2.7% | +6.0% |
| 3M | -25.8% | +39.4% | -65.1% | -30.0% |
| 6M | -31.0% | +89.4% | -120.4% | -38.1% |
| YTD | -23.8% | +63.6% | -87.4% | -29.1% |
| 1Y | -29.8% | +83.5% | -113.3% | -37.5% |
| All | -29.8% | +85.3% | -115.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling