+397.5%
CARR vs DECK
+480.9%
-83.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.5% | +3.4% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -1.1% | +4.9% | -6.0% | -2.4% |
| 3M | -13.8% | -5.8% | -8.0% | -12.7% |
| 6M | -16.5% | -8.6% | -7.9% | -15.3% |
| YTD | +4.9% | -14.7% | +19.7% | +7.6% |
| 1Y | -2.7% | +6.9% | -9.5% | -6.2% |
| 3Y | +10.4% | -16.2% | +26.6% | +6.7% |
| 5Y | +7.7% | +25.3% | -17.5% | -12.4% |
| All | +397.5% | +480.9% | -83.5% | +243.4% |
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