+57.2%
CI vs DECK
+31.2%
+26.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.0% | -2.6% | +3.0% |
| 7D | +3.5% | +10.4% | -6.8% | +2.8% |
| 30D | +12.6% | +11.1% | +1.5% | +11.8% |
| 3M | +12.1% | -10.8% | +22.8% | +12.8% |
| 6M | +10.6% | -8.7% | +19.3% | +11.1% |
| YTD | +12.8% | -14.0% | +26.9% | +13.5% |
| 1Y | +18.0% | +12.0% | +6.0% | +17.0% |
| 3Y | +4.2% | -10.5% | +14.7% | -0.6% |
| 5Y | +57.2% | +28.5% | +28.7% | +41.3% |
| All | +57.2% | +31.2% | +26.0% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling