+386.1%
CARR vs DECK
+494.4%
-108.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.7% |
| 7D | -3.3% | +6.4% | -9.7% | -4.9% |
| 30D | -3.6% | +9.1% | -12.7% | -5.9% |
| 3M | -16.3% | -7.2% | -9.1% | -14.9% |
| 6M | -19.6% | -9.9% | -9.6% | -18.1% |
| YTD | +2.5% | -12.8% | +15.3% | +4.5% |
| 1Y | -5.8% | +10.6% | -16.4% | -10.0% |
| 3Y | +10.2% | -13.8% | +24.0% | +5.7% |
| 5Y | +4.7% | +27.6% | -23.0% | -15.3% |
| All | +386.1% | +494.4% | -108.3% | +233.6% |
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