-42.1%
CLF vs DECK
+31.2%
-73.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.0% | -15.2% | -11.2% |
| 7D | -7.9% | +10.4% | -18.3% | -11.1% |
| 30D | +5.2% | +11.1% | -5.8% | +1.1% |
| 3M | +4.3% | -10.8% | +15.1% | +7.6% |
| 6M | +25.3% | -8.7% | +34.0% | +27.6% |
| YTD | -3.3% | -14.0% | +10.7% | -0.8% |
| 1Y | +20.2% | +12.0% | +8.2% | +11.4% |
| 3Y | -25.0% | -10.5% | -14.5% | -30.4% |
| 5Y | -42.1% | +28.5% | -70.6% | -58.1% |
| All | -42.1% | +31.2% | -73.4% | -58.1% |
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