+2,334.0%
CL vs DECK
+7,820.9%
-5,486.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | +4.9% | -21.2% | +26.2% | +5.9% |
| 6M | -5.7% | -21.1% | +15.4% | -4.9% |
| YTD | +14.4% | -17.2% | +31.6% | +15.1% |
| 1Y | +8.7% | -30.7% | +39.5% | +10.0% |
| 3Y | +30.0% | -3.4% | +33.3% | +28.6% |
| 5Y | +28.4% | +25.5% | +2.8% | +24.9% |
| 10Y | +50.1% | +714.7% | -664.6% | +34.3% |
| All | +2,334.0% | +7,820.9% | -5,486.9% | +1,818.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling