+442.0%
CAH vs DECK
+874.1%
-432.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.6% |
| 7D | +8.5% | +5.8% | +2.7% | +7.7% |
| 30D | +17.0% | +7.9% | +9.2% | +15.9% |
| 3M | +14.6% | -11.4% | +26.0% | +16.1% |
| 6M | +42.5% | -16.6% | +59.1% | +45.2% |
| YTD | +33.5% | -16.4% | +49.8% | +35.2% |
| 1Y | +38.5% | +8.6% | +29.9% | +35.6% |
| 3Y | +179.0% | -15.1% | +194.1% | +169.1% |
| 5Y | +507.2% | +22.9% | +484.3% | +435.0% |
| All | +442.0% | +874.1% | -432.0% | +231.7% |
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