+348.3%
CAG vs DECK
+7,820.9%
-7,472.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.0% |
| 7D | -3.8% | -2.2% | -1.6% | -3.7% |
| 30D | +3.1% | -13.6% | +16.7% | +3.7% |
| 3M | +23.5% | -21.2% | +44.7% | +24.5% |
| 6M | -14.8% | -21.1% | +6.2% | -14.2% |
| YTD | -5.4% | -17.2% | +11.8% | -4.9% |
| 1Y | -11.8% | -30.7% | +18.9% | -10.9% |
| 3Y | -36.7% | -3.4% | -33.3% | -37.2% |
| 5Y | -40.3% | +25.5% | -65.8% | -41.7% |
| 10Y | -37.0% | +714.7% | -751.7% | -43.0% |
| All | +348.3% | +7,820.9% | -7,472.6% | +265.0% |
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