+215.5%
CAT vs DECK
+31.2%
+184.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.2% | -6.4% |
| 7D | -17.1% | +10.4% | -27.5% | -18.8% |
| 30D | -30.1% | +11.1% | -41.2% | -31.7% |
| 3M | -32.4% | -10.8% | -21.6% | -31.1% |
| 6M | -32.1% | -8.7% | -23.4% | -31.6% |
| YTD | +4.1% | -14.0% | +18.1% | +5.6% |
| 1Y | +8.9% | +12.0% | -3.1% | +4.3% |
| 3Y | +155.5% | -10.5% | +165.9% | +143.8% |
| 5Y | +215.5% | +28.5% | +187.0% | +159.2% |
| All | +215.5% | +31.2% | +184.3% | +159.2% |
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