-71.2%
CBRS vs DECK
-8.7%
-62.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +10.9% | +9.3% |
| 7D | -17.9% | +5.8% | -23.6% | -15.8% |
| 30D | -48.8% | +7.9% | -56.6% | -47.0% |
| 3M | -57.6% | -11.4% | -46.2% | -59.3% |
| All | -71.2% | -8.7% | -62.4% | -74.3% |
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 · Available span rolling