+43.9%
CL vs DECK
+31.2%
+12.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.0% | -2.7% | +3.0% |
| 7D | +7.7% | +10.4% | -2.7% | +7.2% |
| 30D | +15.2% | +11.1% | +4.1% | +14.6% |
| 3M | +7.3% | -10.8% | +18.1% | +7.9% |
| 6M | +17.0% | -8.7% | +25.8% | +17.4% |
| YTD | +28.0% | -14.0% | +42.0% | +28.6% |
| 1Y | +32.1% | +12.0% | +20.1% | +32.0% |
| 3Y | +41.5% | -10.5% | +51.9% | +41.3% |
| 5Y | +43.9% | +28.5% | +15.4% | +35.2% |
| All | +43.9% | +31.2% | +12.7% | +35.2% |
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