+240.7%
CFG vs DECK
+885.7%
-645.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.6% |
| 7D | -2.2% | +6.0% | -8.2% | -4.1% |
| 30D | +0.4% | +7.4% | -7.1% | -2.2% |
| 3M | -12.6% | -11.7% | -0.9% | -9.2% |
| 6M | +0.6% | -11.0% | +11.6% | +3.7% |
| YTD | +12.4% | -15.4% | +27.8% | +16.3% |
| 1Y | +27.7% | +7.2% | +20.4% | +21.0% |
| 3Y | +172.4% | -11.8% | +184.2% | +150.3% |
| 5Y | +64.0% | +24.3% | +39.6% | +23.9% |
| All | +240.7% | +885.7% | -645.0% | +33.7% |
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