+40.8%
CL vs DECK
-11.0%
+51.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.5% |
| 3M | +7.3% | -10.8% | +18.1% | +7.9% |
| 6M | +17.0% | -8.7% | +25.8% | +17.5% |
| YTD | +28.0% | -14.0% | +42.0% | +28.7% |
| 1Y | +32.1% | +12.0% | +20.1% | +32.5% |
| All | +40.8% | -11.0% | +51.7% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling