+406.1%
CAH vs DECK
+730.5%
-324.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.8% |
| 7D | +3.9% | -3.7% | +7.5% | +4.3% |
| 30D | +16.0% | +0.6% | +15.4% | +15.9% |
| 3M | +19.1% | -7.3% | +26.4% | +20.0% |
| 6M | +53.0% | -10.9% | +64.0% | +54.6% |
| YTD | +36.6% | -18.5% | +55.1% | +38.8% |
| 1Y | +37.4% | +0.2% | +37.3% | +35.9% |
| 3Y | +178.8% | -19.8% | +198.7% | +171.3% |
| 5Y | +498.6% | +18.7% | +479.9% | +430.7% |
| All | +406.1% | +730.5% | -324.3% | +227.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling