+333.9%
CFG vs DECK
+447.7%
-113.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.0% | -3.6% | +0.4% |
| 7D | +1.8% | +10.4% | -8.6% | -1.5% |
| 30D | +3.3% | +11.1% | -7.8% | -0.4% |
| 3M | -9.8% | -10.8% | +0.9% | -6.8% |
| 6M | +5.2% | -8.7% | +13.9% | +7.4% |
| YTD | +16.1% | -14.0% | +30.1% | +19.4% |
| 1Y | +33.7% | +12.0% | +21.6% | +25.2% |
| 3Y | +181.2% | -10.5% | +191.7% | +160.4% |
| 5Y | +69.1% | +28.5% | +40.6% | +30.0% |
| 10Y | +264.3% | +923.3% | -659.0% | +43.4% |
| All | +333.9% | +447.7% | -113.8% | +90.1% |
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 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