+441.9%
CARR vs DECK
+464.0%
-22.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | +1.6% | -2.2% | +3.8% | +2.2% |
| 30D | -8.7% | -13.6% | +4.9% | -5.3% |
| 3M | -12.6% | -21.2% | +8.7% | -7.5% |
| 6M | -1.5% | -21.1% | +19.5% | +3.9% |
| YTD | +14.3% | -17.2% | +31.5% | +18.3% |
| 1Y | -4.6% | -30.7% | +26.2% | +2.7% |
| 3Y | +7.3% | -3.4% | +10.7% | -1.0% |
| 5Y | +11.6% | +25.5% | -13.9% | -9.4% |
| All | +441.9% | +464.0% | -22.1% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling