+8.4%
CARR vs DECK
+25.8%
-17.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.0% |
| 7D | -4.2% | +6.0% | -10.2% | -5.7% |
| 30D | -4.7% | +7.4% | -12.2% | -6.7% |
| 3M | -18.3% | -11.7% | -6.7% | -15.8% |
| 6M | -16.4% | -11.0% | -5.5% | -14.6% |
| YTD | +2.3% | -15.4% | +17.7% | +5.2% |
| 1Y | -4.9% | +7.2% | -12.2% | -8.7% |
| 3Y | +9.7% | -11.8% | +21.6% | +1.9% |
| 5Y | +8.4% | +24.3% | -15.9% | -14.5% |
| All | +8.4% | +25.8% | -17.4% | -14.5% |
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 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