+377.4%
CARR vs DECK
+470.0%
-92.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -2.3% | +5.8% | -8.1% | -3.8% |
| 30D | -4.4% | +7.9% | -12.2% | -6.3% |
| 3M | -17.8% | -11.4% | -6.4% | -15.3% |
| 6M | -22.2% | -16.6% | -5.7% | -19.2% |
| YTD | +0.7% | -16.4% | +17.1% | +3.8% |
| 1Y | -5.9% | +8.6% | -14.6% | -9.8% |
| 3Y | +8.6% | -15.1% | +23.7% | +4.5% |
| 5Y | +6.7% | +22.9% | -16.2% | -12.8% |
| All | +377.4% | +470.0% | -92.5% | +231.3% |
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 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