+304.1%
CAH vs DECK
+718.3%
-414.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.8% |
| 7D | +5.4% | -2.2% | +7.6% | +5.6% |
| 30D | +3.3% | -13.6% | +16.9% | +5.0% |
| 3M | +22.8% | -21.2% | +44.0% | +26.0% |
| 6M | +11.3% | -21.1% | +32.4% | +13.9% |
| YTD | +21.1% | -17.2% | +38.4% | +22.9% |
| 1Y | +67.2% | -30.7% | +98.0% | +72.9% |
| 3Y | +195.6% | -3.4% | +199.0% | +178.4% |
| 5Y | +413.8% | +25.5% | +388.3% | +350.6% |
| All | +304.1% | +718.3% | -414.2% | +180.9% |
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