-38.4%
CAG vs DECK
+25.8%
-64.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.3% | +2.9% |
| 7D | +11.4% | +6.0% | +5.3% | +10.9% |
| 30D | +16.7% | +7.4% | +9.2% | +16.1% |
| 3M | +4.5% | -11.7% | +16.2% | +5.3% |
| 6M | +13.3% | -11.0% | +24.3% | +14.1% |
| YTD | -4.2% | -15.4% | +11.2% | -3.5% |
| 1Y | -2.9% | +7.2% | -10.2% | -3.1% |
| 3Y | -33.2% | -11.8% | -21.3% | -34.1% |
| 5Y | -38.4% | +24.3% | -62.7% | -44.7% |
| All | -38.4% | +25.8% | -64.2% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling