+411.5%
CAH vs DECK
+753.0%
-341.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.7% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +13.5% | +4.8% | +8.6% | +12.8% |
| 3M | +21.8% | -6.9% | +28.8% | +22.7% |
| 6M | +51.5% | -7.6% | +59.1% | +52.4% |
| YTD | +38.1% | -16.3% | +54.3% | +39.8% |
| 1Y | +37.7% | +4.5% | +33.2% | +35.5% |
| 3Y | +179.6% | -17.1% | +196.7% | +170.9% |
| 5Y | +504.9% | +21.9% | +483.1% | +434.6% |
| All | +411.5% | +753.0% | -341.5% | +230.1% |
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