+30.0%
CL vs DECK
+25.5%
+4.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.5% |
| 7D | -2.2% | -2.2% | 0.0% | -2.1% |
| 30D | -4.8% | -13.6% | +8.8% | -4.2% |
| 3M | +4.9% | -21.2% | +26.2% | +6.0% |
| 6M | -5.7% | -21.1% | +15.4% | -4.9% |
| YTD | +14.4% | -17.2% | +31.6% | +15.2% |
| 1Y | +8.7% | -30.7% | +39.5% | +9.7% |
| 3Y | +30.0% | -3.4% | +33.3% | +29.9% |
| All | +30.0% | +25.5% | +4.5% | +25.5% |
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