+394.0%
CARR vs DECK
+470.7%
-76.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.0% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +0.4% | +4.8% | -4.5% | -1.0% |
| 3M | -14.1% | -6.9% | -7.1% | -12.7% |
| 6M | -16.7% | -7.6% | -9.1% | -15.8% |
| YTD | +4.2% | -16.3% | +20.5% | +7.3% |
| 1Y | -0.2% | +4.5% | -4.7% | -3.3% |
| 3Y | +10.9% | -17.1% | +28.0% | +7.4% |
| 5Y | +3.9% | +21.9% | -18.0% | -15.0% |
| All | +394.0% | +470.7% | -76.7% | +242.5% |
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