+342.3%
CAG vs DECK
+8,125.5%
-7,783.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.0% | 0.0% | +5.7% |
| 7D | +9.7% | +10.4% | -0.7% | +9.3% |
| 30D | +15.8% | +11.1% | +4.7% | +15.3% |
| 3M | +1.8% | -10.8% | +12.6% | +2.2% |
| 6M | +11.5% | -8.7% | +20.3% | +11.8% |
| YTD | -6.7% | -14.0% | +7.3% | -6.3% |
| 1Y | -5.6% | +12.0% | -17.7% | -6.1% |
| 3Y | -35.0% | -10.5% | -24.5% | -35.3% |
| 5Y | -40.1% | +28.5% | -68.6% | -41.6% |
| 10Y | -38.1% | +923.3% | -961.3% | -44.3% |
| All | +342.3% | +8,125.5% | -7,783.3% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling