+126.4%
CLF vs DECK
+718.3%
-591.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.1% |
| 7D | +7.6% | -2.2% | +9.8% | +8.6% |
| 30D | -1.2% | -13.6% | +12.4% | +4.9% |
| 3M | -13.4% | -21.2% | +7.9% | -5.1% |
| 6M | +15.4% | -21.1% | +36.5% | +26.1% |
| YTD | -5.9% | -17.2% | +11.4% | -1.0% |
| 1Y | +18.8% | -30.7% | +49.6% | +33.4% |
| 3Y | -19.4% | -3.4% | -16.0% | -30.1% |
| 5Y | -47.7% | +25.5% | -73.3% | -62.3% |
| All | +126.4% | +718.3% | -591.9% | -40.7% |
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 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