-33.4%
CAG vs DECK
-13.4%
-20.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.6% |
| 7D | +5.8% | +5.8% | +0.1% | +5.4% |
| 30D | +16.4% | +7.9% | +8.5% | +15.7% |
| 3M | +3.8% | -11.4% | +15.2% | +4.6% |
| 6M | +10.8% | -16.6% | +27.4% | +12.1% |
| YTD | -5.8% | -16.4% | +10.5% | -5.0% |
| 1Y | -2.4% | +8.6% | -11.0% | -2.3% |
| 3Y | -33.4% | -15.1% | -18.3% | -35.6% |
| All | -33.4% | -13.4% | -20.0% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling