+407.3%
CARR vs DECK
+485.7%
-78.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.4% | -1.0% |
| 7D | -0.7% | +10.4% | -11.0% | -3.2% |
| 30D | +0.3% | +11.1% | -10.8% | -2.5% |
| 3M | -14.9% | -10.8% | -4.1% | -12.6% |
| 6M | -14.9% | -8.7% | -6.1% | -13.6% |
| YTD | +7.0% | -14.0% | +21.0% | +9.5% |
| 1Y | -1.8% | +12.0% | -13.8% | -6.5% |
| 3Y | +14.8% | -10.5% | +25.2% | +8.8% |
| 5Y | +13.0% | +28.5% | -15.5% | -8.7% |
| All | +407.3% | +485.7% | -78.4% | +249.5% |
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 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