-41.7%
CLS vs DECK
+10.4%
-52.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.5% | -11.5% | -13.1% |
| 7D | -27.3% | +6.0% | -33.3% | -27.0% |
| 30D | -47.0% | +7.4% | -54.5% | -46.8% |
| 3M | -43.3% | -11.7% | -31.7% | -43.3% |
| 6M | -50.8% | -11.0% | -39.8% | -51.0% |
| YTD | -30.4% | -15.4% | -15.1% | -30.3% |
| 1Y | -41.7% | +7.2% | -48.9% | -34.5% |
| All | -41.7% | +10.4% | -52.1% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling