+506.1%
CAH vs DECK
+23.3%
+482.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.5% |
| 7D | +8.5% | +5.8% | +2.7% | +8.2% |
| 30D | +17.0% | +7.9% | +9.2% | +16.6% |
| 3M | +14.6% | -11.4% | +26.0% | +15.1% |
| 6M | +42.5% | -16.6% | +59.1% | +43.4% |
| YTD | +33.5% | -16.4% | +49.8% | +34.1% |
| 1Y | +38.5% | +8.6% | +29.9% | +37.6% |
| 3Y | +179.0% | -15.1% | +194.1% | +176.0% |
| All | +506.1% | +23.3% | +482.8% | +471.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling