+192.1%
CAT vs DECK
+25.8%
+166.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.8% | -6.1% |
| 7D | -14.5% | +6.0% | -20.5% | -15.5% |
| 30D | -35.7% | +7.4% | -43.2% | -36.7% |
| 3M | -36.3% | -11.7% | -24.6% | -35.0% |
| 6M | -38.5% | -11.0% | -27.6% | -37.8% |
| YTD | -2.5% | -15.4% | +12.8% | -0.8% |
| 1Y | -1.9% | +7.2% | -9.1% | -5.2% |
| 3Y | +139.2% | -11.8% | +151.0% | +129.1% |
| 5Y | +192.1% | +24.3% | +167.8% | +139.1% |
| All | +192.1% | +25.8% | +166.4% | +139.1% |
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