-0.7%
CAG vs DECK
+7.9%
-8.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.3% | +3.1% |
| 7D | +11.4% | +6.0% | +5.3% | +9.9% |
| 30D | +16.7% | +7.4% | +9.2% | +14.7% |
| 3M | +4.5% | -11.7% | +16.2% | +7.2% |
| 6M | +13.3% | -11.0% | +24.3% | +15.9% |
| YTD | -4.2% | -15.4% | +11.2% | -1.7% |
| All | -0.7% | +7.9% | -8.6% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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