+5,967.0%
CF vs DECK
+6,034.2%
-67.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.6% |
| 7D | +6.0% | -2.2% | +8.2% | +6.5% |
| 30D | +14.8% | -13.6% | +28.4% | +18.9% |
| 3M | +14.1% | -21.2% | +35.3% | +20.3% |
| 6M | +28.5% | -21.1% | +49.6% | +33.3% |
| YTD | +74.9% | -17.2% | +92.2% | +77.7% |
| 1Y | +61.7% | -30.7% | +92.4% | +70.7% |
| 3Y | +80.3% | -3.4% | +83.7% | +59.6% |
| 5Y | +226.0% | +25.5% | +200.4% | +152.7% |
| 10Y | +569.9% | +714.7% | -144.8% | +173.7% |
| All | +5,967.0% | +6,034.2% | -67.2% | +1,056.6% |
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