-31.1%
CCL vs DECK
+885.7%
-916.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.7% |
| 7D | +2.6% | +6.0% | -3.4% | -0.3% |
| 30D | +11.3% | +7.4% | +3.9% | +7.4% |
| 3M | +0.3% | -11.7% | +11.9% | +6.6% |
| 6M | +16.1% | -11.0% | +27.1% | +22.8% |
| YTD | -1.6% | -15.4% | +13.8% | +5.3% |
| 1Y | +11.8% | +7.2% | +4.5% | +5.5% |
| 3Y | +139.6% | -11.8% | +151.4% | +122.9% |
| 5Y | +21.3% | +24.3% | -3.1% | -11.0% |
| All | -31.1% | +885.7% | -916.8% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling