+34.8%
CF vs DECK
+11.2%
+23.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.0% | -10.4% | -2.8% |
| 7D | -6.9% | +10.4% | -17.2% | -4.3% |
| 30D | -3.7% | +11.1% | -14.8% | -0.8% |
| 3M | -5.0% | -10.8% | +5.8% | -7.0% |
| 6M | -10.5% | -8.7% | -1.7% | -11.0% |
| YTD | +46.5% | -14.0% | +60.6% | +44.3% |
| 1Y | +34.8% | +12.0% | +22.8% | +17.2% |
| All | +34.8% | +11.2% | +23.6% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling