+4,981.1%
CF vs DECK
+6,270.1%
-1,289.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.0% | -10.4% | -5.9% |
| 7D | -6.9% | +10.4% | -17.2% | -9.3% |
| 30D | -3.7% | +11.1% | -14.8% | -6.6% |
| 3M | -5.0% | -10.8% | +5.8% | -2.8% |
| 6M | -10.5% | -8.7% | -1.7% | -10.0% |
| YTD | +46.5% | -14.0% | +60.6% | +46.7% |
| 1Y | +34.8% | +12.0% | +22.8% | +25.3% |
| 3Y | +46.7% | -10.5% | +57.1% | +33.3% |
| 5Y | +112.0% | +28.5% | +83.5% | +63.9% |
| 10Y | +529.7% | +923.3% | -393.6% | +140.5% |
| All | +4,981.1% | +6,270.1% | -1,289.0% | +854.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling