+96.4%
CLF vs DECK
+885.7%
-789.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.5% | -10.7% | -11.6% |
| 7D | -21.0% | +6.0% | -27.0% | -23.1% |
| 30D | -8.0% | +7.4% | -15.4% | -11.3% |
| 3M | -10.9% | -11.7% | +0.7% | -6.9% |
| 6M | +5.8% | -11.0% | +16.8% | +9.3% |
| YTD | -15.1% | -15.4% | +0.2% | -12.1% |
| 1Y | +7.2% | +7.2% | 0.0% | -0.6% |
| 3Y | -34.2% | -11.8% | -22.3% | -39.7% |
| 5Y | -49.6% | +24.3% | -73.9% | -62.9% |
| All | +96.4% | +885.7% | -789.3% | -53.5% |
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 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