+433.0%
CAH vs DECK
+885.7%
-452.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.8% | +2.4% |
| 7D | +6.7% | +6.0% | +0.6% | +5.9% |
| 30D | +14.7% | +7.4% | +7.3% | +13.7% |
| 3M | +12.0% | -11.7% | +23.6% | +13.5% |
| 6M | +36.2% | -11.0% | +47.2% | +37.6% |
| YTD | +31.3% | -15.4% | +46.6% | +32.8% |
| 1Y | +37.1% | +7.2% | +29.8% | +34.4% |
| 3Y | +178.3% | -11.8% | +190.2% | +166.9% |
| 5Y | +497.1% | +24.3% | +472.8% | +425.4% |
| All | +433.0% | +885.7% | -452.6% | +225.7% |
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