+577.4%
CF vs DECK
+718.3%
-140.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.5% |
| 7D | +6.0% | -2.2% | +8.2% | +6.4% |
| 30D | +14.8% | -13.6% | +28.4% | +17.7% |
| 3M | +14.1% | -21.2% | +35.3% | +18.4% |
| 6M | +28.5% | -21.1% | +49.6% | +32.0% |
| YTD | +74.9% | -17.2% | +92.2% | +76.8% |
| 1Y | +61.7% | -30.7% | +92.4% | +68.6% |
| 3Y | +80.3% | -3.4% | +83.7% | +59.9% |
| 5Y | +226.0% | +25.5% | +200.4% | +158.7% |
| All | +577.4% | +718.3% | -140.8% | +215.4% |
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