+323.8%
CFG vs DECK
+718.3%
-394.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.6% |
| 7D | +1.5% | -2.2% | +3.8% | +2.3% |
| 30D | -3.8% | -13.6% | +9.8% | +0.9% |
| 3M | +11.5% | -21.2% | +32.7% | +20.3% |
| 6M | +19.2% | -21.1% | +40.3% | +28.0% |
| YTD | +23.7% | -17.2% | +40.9% | +29.3% |
| 1Y | +38.8% | -30.7% | +69.6% | +52.7% |
| 3Y | +178.9% | -3.4% | +182.3% | +145.2% |
| 5Y | +101.8% | +25.5% | +76.2% | +51.1% |
| All | +323.8% | +718.3% | -394.5% | +79.1% |
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