+1,619.4%
CLS vs DECK
+885.7%
+733.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.5% | -11.5% | -12.5% |
| 7D | -27.3% | +6.0% | -33.3% | -28.8% |
| 30D | -47.0% | +7.4% | -54.5% | -48.4% |
| 3M | -43.3% | -11.7% | -31.7% | -41.5% |
| 6M | -50.8% | -11.0% | -39.8% | -49.8% |
| YTD | -30.4% | -15.4% | -15.1% | -29.1% |
| 1Y | -41.7% | +7.2% | -48.9% | -45.5% |
| 3Y | +701.4% | -11.8% | +713.2% | +670.8% |
| 5Y | +1,767.8% | +24.3% | +1,743.4% | +1,431.8% |
| All | +1,619.4% | +885.7% | +733.7% | +831.2% |
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