+54.5%
CI vs DECK
+25.8%
+28.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.2% |
| 7D | +1.0% | +6.0% | -5.0% | +0.6% |
| 30D | +9.9% | +7.4% | +2.4% | +9.3% |
| 3M | +12.1% | -11.7% | +23.7% | +12.9% |
| 6M | +10.6% | -11.0% | +21.6% | +11.3% |
| YTD | +11.4% | -15.4% | +26.8% | +12.2% |
| 1Y | +18.8% | +7.2% | +11.5% | +18.1% |
| 3Y | +2.9% | -11.8% | +14.7% | -1.8% |
| 5Y | +54.5% | +24.3% | +30.2% | +39.0% |
| All | +54.5% | +25.8% | +28.7% | +39.0% |
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