+79.8%
CL vs DECK
+937.4%
-857.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.0% | -2.7% | +2.9% |
| 7D | +7.7% | +10.4% | -2.7% | +7.0% |
| 30D | +15.2% | +11.1% | +4.1% | +14.4% |
| 3M | +7.3% | -10.8% | +18.1% | +8.1% |
| 6M | +17.0% | -8.7% | +25.8% | +17.6% |
| YTD | +28.0% | -14.0% | +42.0% | +28.9% |
| 1Y | +32.1% | +12.0% | +20.1% | +31.1% |
| 3Y | +41.5% | -10.5% | +51.9% | +39.5% |
| 5Y | +43.9% | +28.5% | +15.4% | +36.7% |
| 10Y | +79.8% | +923.3% | -843.5% | +55.9% |
| All | +79.8% | +937.4% | -857.6% | +55.9% |
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